“The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008

DOI10.1080/10920277.2008.10597534zbMath1481.91190OpenAlexW2062048622MaRDI QIDQ5022556

Xueyuan Wu

Publication date: 19 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597534

Mathematics Subject Classification ID

Laplace transform (44A10) Actuarial mathematics (91G05)

Cites Work

• On the distribution of the surplus prior to ruin
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
• “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007

This page was built for publication: “The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008