Distribution of deficit at ruin for a PDMP insurance risk model
type: Item
instance of: scholarly article
title: Distribution of deficit at ruin for a PDMP insurance risk model
zbMATH Open document ID: 1045.62109
author: Suping Qian
author: Rong Wu
author: Guojing Wang
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2004-06-22T00:00:00Z
review text: The authors derive an integro differential equation for the distribution of the deficit at ruin for the risk process described by a piecewise deterministic Markov process. For some choices of the claim amount distribution explicit expressions are obtained this way.
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2076962
MaRDI profile type: Publication
full work available at URL: s10255-003-0129-8
OpenAlex ID: W2007053434
cites work: Martingales and insurance risk
cites work: Q3136505
cites work: Q3215519
cites work: Q4230625
cites work: Q3259158
cites work: Ruin theory for the risk process described by PDMPs
DOI: 10.1007/S10255-003-0129-8
description: scientific article; zbMATH DE number 2076962