The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751): Difference between revisions

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scientific article; zbMATH DE number 7455095

Language	Label	Description	Also known as
English	The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model	scientific article; zbMATH DE number 7455095

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instance of

scholarly article

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title

The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (English)

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zbMATH Open document ID

1480.91079

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DOI

10.1080/10920277.2007.10597471

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author

Jiandong Ren

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published in

North American Actuarial Journal

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publication date

10 January 2022

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Mathematics Subject Classification ID

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/10920277.2007.10597471

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OpenAlex ID

W2056528394

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cites work

On the discounted penalty function in a Markov-dependent risk model

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Phase-type representations in random walk and queueing problems

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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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On the distribution of the surplus prior to 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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Ruin probabilities for Erlang (2) risk processes

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On the time to ruin for Erlang(2) risk processes.

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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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The Time Value of Ruin in a Sparre Andersen Model

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On ruin for the Erlang \((n)\) risk process

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On a general class of renewal risk process: analysis of the Gerber-Shiu function

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Q4230625

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Sitelinks

Mathematics(1 entry)

mardi Publication:5019751

@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.2007.10597471
+Normal rank
@@ Property / OpenAlex ID @@
+W2056528394
@@ Property / OpenAlex ID: W2056528394 / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+Normal rank
@@ Property / cites work @@
+Phase-type representations in random walk and queueing problems
+Normal rank
@@ Property / cites work @@
+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
+Normal rank
@@ Property / cites work @@
+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
+Normal rank
@@ Property / cites work @@
+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for Erlang (2) risk processes
@@ Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+Normal rank
@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
+Normal rank
@@ Property / cites work @@
+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
@@ Property / cites work @@
+On a general class of renewal risk process: analysis of the Gerber-Shiu function
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank