“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/10.1080/10920277.2008.10597513
Reference5 articles.
1. On the discounted penalty function in a Markov-dependent risk model
2. The queue GI/M/s with customers of different types or the queue GI/Hm/s
3. A versatile Markovian point process
4. On the joint distribution of surplus before and after ruin under a Markovian regime switching model
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