Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process

DOI10.1007/S10255-006-0333-4MaRDI QIDQ861406zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-ordinary differential equations (45J99)

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

Cites work

• 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
• On the Time Value of Ruin
• On the time to ruin for Erlang(2) risk processes.
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
• 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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