Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process
DOI10.1007/S10255-006-0333-4zbMATH Open1261.62092OpenAlexW2028067437MaRDI QIDQ861406FDOQ861406
Authors: Yongsheng Xing, Rong Wu 
Publication date: 29 January 2007
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-006-0333-4
Recommendations
- Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
- On the discounted distribution functions for the Erlang(2) risk process
- On the time to ruin for Erlang(2) risk processes.
- The expected discounted penalty at ruin in the Erlang (2) risk process
- Finite time ruin problems for the Erlang\((2)\) risk model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-ordinary differential equations (45J99)
Cites Work
- On the time to ruin for Erlang(2) risk processes.
- On the Time Value of Ruin
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
- Analysis of a defective renewal equation arising in ruin theory
- Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
- The superposition of alternating on-off flows and a fluid model
Cited In (12)
- Moments of the extended Erlang (2) model on multi-point processes at ruin \(T\)-time
- The expected discounted penalty at ruin in the Erlang (2) risk process
- 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
- Study on the influence of time to ruin and deficit at ruin on insurance company based on Erlang risk model
- A surplus process involving a compound Poisson counting process and applications
- On the time to ruin for Erlang(2) risk processes.
- On absolute ruin for the Erlang\((n)\) surplus process
- The risk model with stochastic premiums, dependence and a threshold dividend strategy
- The risk model with stochastic premiums and a multi-layer dividend strategy
- Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
- On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes.
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