“On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009

DOI10.1080/10920277.2009.10597553zbMath1483.91195OpenAlexW2276679437MaRDI QIDQ5029066

Elias S. W. Shiu, Hans U. Gerber

Publication date: 11 February 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2009.10597553

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

Finite-time ruin probabilities using bivariate Laguerre series

Cites Work

• An algebraic operator approach to the analysis of Gerber-Shiu functions
• Algebraic Properties of Certain Integral Transforms
• The Time Value of Ruin in a Sparre Andersen Model
• On the Time Value of Ruin
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