Joint distributions of some actuarial random vectors in the compound binomial model
type: Item
instance of: scholarly article
title: Joint distributions of some actuarial random vectors in the compound binomial model
zbMATH Open document ID: 1107.60303
author: Guoxin Liu
author: Jinyan Zhao
published in: Insurance Mathematics \& Economics
publication date: 2007-02-19T00:00:00Z
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5128333
zbMATH Keywords: renewal mass function
zbMATH Keywords: ruin probability
zbMATH Keywords: sequence of up-crossing zero points
zbMATH Keywords: ultimately leaving deficit time
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.03.001
OpenAlex ID: W2079362936
cites work: Discounted probabilities and ruin theory in the compound binomial model
cites work: Q3868650
cites work: The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
cites work: Ruin probability in the continuous-time compound binomial model
cites work: The joint distributions of several important actuarial diagnostics in the classical risk model.
cites work: Ruin probabilities in the compound binomial model
cites work: Joint distributions of some actuarial random vectors containing the time of ruin
DOI: 10.1016/J.INSMATHECO.2006.03.001
description: scientific article; zbMATH DE number 5128333