Moments of deficit duration and its proportion in general compound binomial model
From MaRDI portal
Publication:2104152
DOI10.1016/J.RINAM.2022.100326OpenAlexW4293067641MaRDI QIDQ2104152FDOQ2104152
Authors: Miaomiao Hu, Jiyang Tan 
Publication date: 9 December 2022
Published in: Results in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.rinam.2022.100326
Recommendations
- On the deficit distribution when ruin occurs -- discrete time model
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
- scientific article; zbMATH DE number 6101279
- On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model
- Compound geometric residual lifetime distributions and the deficit at ruin.
Actuarial mathematics (91G05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cites Work
- Title not available (Why is that?)
- Markov chains and stochastic stability
- How long is the surplus below zero?
- Ruin Probabilities in the Compound Markov Binomial Model
- Discounted probabilities and ruin theory in the compound binomial model
- The finite-time ruin probability under the compound binomial risk model
- Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model
- Ruin probabilities in the compound binomial model
- On the moments of ruin and recovery times
- The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model
- The Omega model: from bankruptcy to occupation times in the red
- Total duration of negative surplus for the risk model with debit interest
- Total duration of negative surplus for the dual model
- Total duration of negative surplus for a Brownian motion risk model with interest
- Title not available (Why is that?)
- On the distribution of duration of first negative surplus for a discrete time risk model with random interest rate
This page was built for publication: Moments of deficit duration and its proportion in general compound binomial model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2104152)
