Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863)

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Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
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    Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (English)
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    29 May 2007
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    Sparre Andersen risk process
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    \(K_m\) family of distributions
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    compound geometric distribution
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    Gerber-Shiu function
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    surplus before ruin
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    deficit at ruin
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    claim causing ruin
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