Author’s Reply: On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model - Discussion by David C. M. Dickson; Jae-Kyung Woo; Hans U. Gerber; Elias S. W. Shiu

DOI10.1080/10920277.2009.10597554MaRDI QIDQ5029067zbMATH OpenOpenAlexFDO

Authors 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/10.1080/10920277.2009.10597554

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cited in

(1)

• “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

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