The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
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Publication:5019751
DOI10.1080/10920277.2007.10597471zbMath1480.91079MaRDI QIDQ5019751
Publication date: 10 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2007.10597471
60K10: Applications of renewal theory (reliability, demand theory, etc.)
91B05: Risk models (general)
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