On the Time Value of Ruin

DOI10.1080/10920277.1998.10595671zbMath1081.60550OpenAlexW1981137970WikidataQ56778372 ScholiaQ56778372MaRDI QIDQ5718272

Elias S. W. Shiu, Hans U. Gerber

Publication date: 13 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.1998.10595671

Mathematics Subject Classification ID

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Cites Work

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• Mathematical fun with ruin theory
• The surpluses immediately before and at ruin, and the amount of the claim causing ruin
• On the distribution of the surplus prior to ruin
• Ruin problems and dual events
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• How long is the surplus below zero?
• On the Ruin Problem of Collective Risk Theory

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