On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model

Author:

J.M. Reinhard ,Snoussi M.

Abstract

AbstractIn this paper we extend the work of Reinhard and Snoussi (2000) by developing a recursive system for finding the distribution of the surplus prior to ruin in a discrete semi-Markov risk model.

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Finance,Accounting

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