The joint distributions of several important actuarial diagnostics in the classical risk model.

DOI10.1016/S0167-6687(02)00103-8zbMATH Open1071.91027OpenAlexW2021055002MaRDI QIDQ1413331FDOQ1413331

Authors: Li Wei, Rong Wu 

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

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zbMATH Keywords

strong Markov propertyultimately leaving-time

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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 (10)

• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
• On a joint distribution for the risk process with constant interest force
• The joint distributions of some actuarial diagnostics for the jump-diffusion risk process
• 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
• On the joint distribution for a kind of Cox risk process
• On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments
• Joint distributions of some actuarial random vectors in the compound binomial model

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