scientific article; zbMATH DE number 1926062

MaRDI QIDQ4707572zbMATH OpenFDO

Authors Rong Wu, Chunsheng Zhang

Publication date 2003

zbMATH Keywords

ruin timestrong Markovian propertythe time first to zero surplusesthe time last recovered to zero surpluses

Mathematics Subject Classification ID

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Cited in

(4)

• Some applications of the classical formula on ruin probabilities
• Gerber-Shiu analysis with two-sided acceptable levels
• The joint distributions of extreme values of the surplus for two kinds of ruins
• Union-distribution of the surplus extreme value on a discrete risk model

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