Corrigendum to: The moments of ruin time in the classical risk model with discrete claim size distribution

DOI10.1016/S0167-6687(99)00014-1MaRDI QIDQ1962819zbMATH OpenOpenAlexFDO

Authors Philippe Picard, Claude Lefèvre

Publication date 30 March 2000

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

Full work available at URL https://doi.org/10.1016/s0167-6687(99)00014-1

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Review text

Concerns the authors' article, ibid. 23, No. 2, 157-172 (1998; Zbl 0957.62089).

Cites work

• On the Time Value of Ruin

Cited in

(4)

• On the moments of the surplus process perturbed by diffusion.
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
• Corrigendum and addendum to: ``From risk sharing to pure premium for a large number of heterogeneous losses
• ON THE UPPER FIRST-EXIT TIMES OF COMPOUND G/M PROCESSES

This page was built for publication: Corrigendum to: The moments of ruin time in the classical risk model with discrete claim size distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1962819)