On a joint distribution for the risk process with constant interest force
type: Item
instance of: scholarly article
title: On a joint distribution for the risk process with constant interest force
zbMATH Open document ID: 1110.62149
author: Rong Wu
author: Guojing Wang
author: Chunsheng Zhang
published in: Insurance Mathematics \& Economics
publication date: 2007-05-24T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 5156969
zbMATH Keywords: Deficit at ruin
zbMATH Keywords: Interest
zbMATH Keywords: Laplace transform
zbMATH Keywords: Time of ruin
zbMATH Keywords: Surplus immediately before ruin
zbMATH Keywords: Transition density function
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2005.03.001
OpenAlex ID: W1979531604
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DOI: 10.1016/J.INSMATHECO.2005.03.001
description: scientific article; zbMATH DE number 5156969