On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model

DOI10.1080/10920277.2009.10597550zbMath1483.91199OpenAlexW1879969047MaRDI QIDQ5029065

David Landriault, Gordon E. Willmot

Publication date: 11 February 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2009.10597550

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites Work

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