On a joint distribution for the risk process with constant interest force

DOI10.1016/j.insmatheco.2005.03.001zbMath1110.62149MaRDI QIDQ882861

Rong Wu, Chun-sheng Zhang, Guo-jing Wang

Publication date: 24 May 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.03.001

zbMATH Keywords

Laplace transform; Deficit at ruin; Interest; Surplus immediately before ruin; Time of ruin; Transition density function

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60K05: Renewal theory

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