The joint distribution of ruin related quantities in the classical risk model

MaRDI QIDQ5209909zbMATH OpenFDO

Authors Bihao Su, Jingchao Li

Publication date 22 January 2020

zbMATH Keywords

probability theoryclassical risk modeldeficit at ruintime of ruinjoint probability density function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Risk models (general) (91B05)

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Cited in

(2)

• On a risk measure inspired from the ruin probability and the expected deficit at ruin
• scientific article; zbMATH DE number 1932260 (Why is no real title available?)

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