Some results on the joint distribution prior to and at the time of ruin in the classical model (Q3103209): Difference between revisions

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+Error bounds for exponential approximations of geometric convolutions
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+Bounds for classical ruin probabilities
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+On the distribution of the surplus prior to ruin
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+On the distribution of the duration of negative surplus
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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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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+Tail bounds for the distribution of the deficit in the renewal risk model
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+Tail bounds for the joint distribution of the surplus prior to and at ruin
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+Monotonicity properties and the deficit at ruin in the Sparre Andersen model
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+On the Distribution of the Surplus Prior and at Ruin
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+DFR property of first-passage times and its preservation under geometric compounding
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+Compound geometric residual lifetime distributions and the deficit at ruin.
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+Exact and approximate properties of the distribution of surplus before and after ruin
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+Lundberg approximations for compound distributions with insurance applications
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