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

MaRDI QIDQ3367863zbMATH OpenFDO

Authors Miaolan Qian, LanJun Lao

Publication date 26 January 2006

zbMATH Keywords

risk processesLévy measure

Mathematics Subject Classification ID

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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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