The analysis of the duration of negative surplus for a perturbed risk model

DOI10.3969/J.ISSN.1000-2375.2016.06.004MaRDI QIDQ2984282zbMATH OpenFDO

Authors Ruixue Wei, Guosheng Yu, Xin Xiong

Publication date 17 May 2017

zbMATH Keywords

Laplace transformrisk modelintegral-differential equationconditional moment generating functionfirst duration of negative surplus

Mathematics Subject Classification ID

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• Total duration of negative surplus for the dual model
• On the distribution of duration of first negative surplus for a discrete time risk model with random interest rate

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