A class of Sparre Andersen risk process-Reference-Cited by-同舟云学术

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A class of Sparre Andersen risk process

Published:2010-06-01 Issue:3 Volume:5 Page:517-530
ISSN:1673-3452
Container-title:Frontiers of Mathematics in China
language:en
Short-container-title:Front. Math. China

Author:

Dong Hua,Liu Zaiming

Publisher

Springer Science and Business Media LLC

Subject

Mathematics (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/s11464-010-0059-8.pdf

Reference7 articles.

1. Dickson D C M. On a class of renewal risk process. North America Actuarial Journal, 1998, 2(3): 60–68

2. Dickson D C M, Hipp C. Ruin probabilities for Erlang(2) risk process. Insurance: Mathematics and Economics, 1998, 22: 251–262

3. Dickson D C M, Hipp C. On the time to ruin for Erlang(2) risk process. Insurance: Mathematics and Economics, 2001, 29: 333–344

4. Gerber H U, Shiu E S W. The time value of ruin in a Sparre Andersen risk model. North America Actuarial Journal, 2005, 9: 49–69

5. Li S, Garrido J. On ruin for the Erlang(n) risk process. Insurance: Mathematics and Economics, 2004, 34: 391–408

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1. Computational Analysis of the GI/G/1 Risk Process Using Roots;Operations Research and Optimization;2018

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