The joint distributions of several important actuarial diagnostics in the classical risk model.
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Publication:1413331
DOI10.1016/S0167-6687(02)00103-8zbMATH Open1071.91027OpenAlexW2021055002MaRDI QIDQ1413331FDOQ1413331
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00103-8
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Aspects of risk theory
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- On the distribution of the surplus prior to ruin
- On some measures of the severity of ruin in the classical Poisson model
- On the distribution of the claim causing ruin
Cited In (6)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
- Joint distributions of some actuarial random vectors for the Cox risk model
- Joint and supremum distributions in the compound binomial model with Markovian environment
- Some results behind dividend problems
- Joint distributions of some actuarial random vectors containing the time of ruin
- Joint distributions of some actuarial random vectors in the compound binomial model
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