A note on some joint distribution functions involving the time of ruin
From MaRDI portal
Publication:282279
DOI10.1016/j.insmatheco.2015.12.005zbMath1348.91141OpenAlexW2216304186MaRDI QIDQ282279
Publication date: 12 May 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11343/120632
Related Items
Finite-time ruin probabilities using bivariate Laguerre series, A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model, Distributional study of finite-time ruin related problems for the classical risk model, On the distribution of classic and some exotic ruin times, The expected discounted penalty function: from infinite time to finite time, Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation
Cites Work
- Unnamed Item
- Unnamed Item
- Some ruin problems for the MAP risk model
- On the discounted penalty function in the renewal risk model with general interclaim times
- On a partial integrodifferential equation of Seal's type
- On the Ruin Problem of Collective Risk Theory
- Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
- On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals
- Perturbed MAP Risk Models with Dividend Barrier Strategies
- On the Distribution of the Deficit at Ruin when Claims are Phase-type
- Risk processes analyzed as fluid queues
- The Density of the Time to Ruin in the Classical Poisson Risk Model
- Explicit Solutions for Survival Probabilities in the Classical Risk Model