“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007
From MaRDI portal
Publication:5019752
DOI10.1080/10920277.2007.10597472zbMath1480.91078MaRDI QIDQ5019752
Publication date: 10 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2007.10597472
60K10: Applications of renewal theory (reliability, demand theory, etc.)
91B05: Risk models (general)
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