The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643): Difference between revisions

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-Susan M. Pitts
@@ Property / author: Susan M. Pitts / rank @@
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+Susan M. Pitts
@@ Property / author: Susan M. Pitts / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1239/jap/1189717539
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+W2094201136
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+The surplus prior to ruin and the deficit at ruin for a correlated risk process
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+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
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+Approximations for moments of deficit at ruin with exponential and subexponential claims.
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+On the distribution of the claim causing ruin
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+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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