On the distribution of the duration of negative surplus
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.1996.10413969
Reference15 articles.
1. Recursive calculation of finite-time ruin probabilities
2. Recursive calculation of the probability and severity of ruin
3. On the distribution of the surplus prior to ruin
4. Approximations to ruin probability in the presence of an upper absorbing barrier
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