The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

DOI10.1016/S0167-6687(00)00038-XzbMath0971.91031MaRDI QIDQ1584582

X. Sheldon Lin, Gordon E. Willmot

Publication date: 26 October 2001

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

zbMATH Keywords

ruin probabilityrenewal equationdeficit at ruintime of ruinsurplus processcompound geometric

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Renewal theory (60K05)

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Cites Work

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