Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026): Difference between revisions

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scientific article; zbMATH DE number 2243825

Language	Label	Description	Also known as
English	Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model	scientific article; zbMATH DE number 2243825

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instance of

scholarly article

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title

Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (English)

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zbMATH Open document ID

1085.60517

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DOI

10.1080/10920277.2005.10596203

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North American Actuarial Journal

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publication date

6 January 2006

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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/10.1080/10920277.2005.10596203

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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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Ruin problems and dual events

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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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On the Distribution of the Deficit at Ruin when Claims are Phase-type

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The surpluses immediately before and at ruin, and the amount of the claim causing ruin

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Q3241504

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Q3868650

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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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On the Time Value of 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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The Time Value of Ruin in a Sparre Andersen Model

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

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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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Q3923308

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Meda: mixed erlang distributions as phase-type representations of empirical distribution functions.

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On the discounted distribution functions for the Erlang(2) risk process

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A note on a class of delayed renewal risk processes

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The Gerber-Shiu discounted penalty function in the stationary renewal risk model.

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Lundberg approximations for compound distributions with insurance applications

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The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force

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Sitelinks

Mathematics(1 entry)

mardi Publication:5716026

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@@ 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 @@
+Ruin problems and dual events
@@ Property / cites work: Ruin problems and dual events / 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 @@
+On the Distribution of the Deficit at Ruin when Claims are Phase-type
+Normal rank
@@ Property / cites work @@
+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
+Normal rank
@@ Property / cites work @@
+Q3241504
@@ Property / cites work: Q3241504 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / 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 @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
+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 @@
+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
+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 @@
+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+Meda: mixed erlang distributions as phase-type representations of empirical distribution functions.
+Normal rank
@@ Property / cites work @@
+On the discounted distribution functions for the Erlang(2) risk process
+Normal rank
@@ Property / cites work @@
+A note on a class of delayed renewal risk processes
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
+Normal rank
@@ Property / cites work @@
+Lundberg approximations for compound distributions with insurance applications
+Normal rank
@@ Property / cites work @@
+The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force
+Normal rank