“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
From MaRDI portal
Publication:5715931
DOI10.1080/10920277.2003.10596112zbMath1084.60548OpenAlexW3151529140MaRDI QIDQ5715931
Publication date: 5 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2003.10596112
Related Items (9)
On the discounted distribution functions for the Erlang(2) risk process ⋮ “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 ⋮ The Time Value of Ruin in a Sparre Andersen Model ⋮ Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model ⋮ On a class of renewal risk models with a constant dividend barrier ⋮ On the expected discounted penalty functions for two classes of risk processes ⋮ The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function ⋮ The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion ⋮ Ruin Probabilities for Two Classes of Risk Processes
Cites Work
This page was built for publication: “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
