“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2007.10597472
Reference3 articles.
1. The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
2. “The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005
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