On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2009.10597550
Reference21 articles.
1. “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
2. On the distribution of the surplus prior to ruin
3. Some Finite Time Ruin Problems
4. Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
5. On the time to ruin for Erlang(2) risk processes
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