Ruin time and aggregate claim amount up to ruin time for the perturbed risk process
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Publication:2868605
DOI10.1080/03461238.2011.592262zbMath1287.91095OpenAlexW2078184821MaRDI QIDQ2868605
Cary Chi-Liang Tsai, Landy Rabehasaina
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.592262
Laplace transformfirst passage timedeficit at ruinperturbed classical risk modelSparre Andersen risk process
Processes with independent increments; Lévy processes (60G51) Stochastic models in economics (91B70) Renewal theory (60K05)
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Cites Work
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