On the analysis of ruin-related quantities in the delayed renewal risk model-Reference-Cited by-同舟云学术

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On the analysis of ruin-related quantities in the delayed renewal risk model

Published:2016-01 Issue: Volume:66 Page:77-85
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Kim So-Yeun,Willmot Gordon E.

Funder

Hongik University

Natural Sciences and Engineering Research Council of Canada

Munich Reinsurance Company.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference15 articles.

1. On the time to ruin for Erlang(2) risk process;Dickson;Insurance Math. Econom.,2001

2. On the time value of ruin;Gerber;N. Am. Actuar. J.,1998

3. The proper distribution function of the deficit in the delayed renewal risk model;Kim;Scand. Actuar. J.,2011

4. Loss Models: Further Topics;Klugman,2013

5. On the joint distributions of the time to ruin, the surplus prior to ruin and the deficit at ruin in the classical risk model;Landriault;N. Am. Actuar. J.,2009

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The moments of the time of ruin in Sparre Andersen risk models;Annals of Actuarial Science;2022-08-25

2. On the Discounted Kth Moment of the Deficit at Ruin in the Delayed Renewal Risk Model;Lobachevskii Journal of Mathematics;2018-04

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