The distribution of the first point in the classical risk model with interest

DOI10.1016/J.SPL.2006.12.015MaRDI QIDQ2373669zbMATH OpenOpenAlexFDO

Authors Zhigang Li, Yonghong Du, Rong Wu

Publication date 16 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.12.015

zbMATH Keywords

Laplace-Stieltjes transformrenewal measurestrong Markov process\(\beta\) points

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cites work

• scientific article; zbMATH DE number 54039 (Why is no real title available?)
• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
• Aspects of risk theory
• Classical risk theory in an economic environment
• Joint distributions of some actuarial random vectors containing the time of ruin
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.

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