Discussion on the joint distribution of the time of ruin and the loss at ruin

zbMATH Open1123.91341MaRDI QIDQ3367863FDOQ3367863

Authors: Miaolan Qian, LanJun Lao 

Publication date: 26 January 2006

Recommendations

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• On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model
• On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments

zbMATH Keywords

risk processesLévy measure

Mathematics Subject Classification ID

Cited In (2)

• On a Joint Distribution of the Ruin Time and the Number of the Payment which Leads to a Ruin in a Nonhomogeneous Risk Process
• “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009

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