scientific article; zbMATH DE number 2219403

MaRDI QIDQ5698124zbMATHFDO

Authors Xianghua Zhao, Chuancun Yin

Publication date 27 October 2005

zbMATH Keywords

Laplace transform

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-ordinary differential equations (45J05)

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Cited in

(6)

• Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments
• On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
• The Time Value of Ruin in a Sparre Andersen Model
• Ruin problems for a Sparre Andersen risk model
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier
• Bounds for the probability and severity of ruin in the Sparre Andersen model

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