Publisher
China Science Publishing & Media Ltd.
Subject
Engineering (miscellaneous),Computer Science (miscellaneous)
Reference18 articles.
1. GERBER H U, SHIU E S W. On the time value of ruin. North American Actuarial Journal, 1998, 2: 48-78.
2. DICKSON D C M, WATERS H R. The distribution of the time to ruin in the classical risk model. ASTIN Bulletin, 2002, 32: 299-313.
3. REIS A D E D, KAAS R, GERBER H U. How many claims does it take to get ruined and recovered？. Insurance: Mathematics & Economics, 2002, 31: 235-248.
4. CAI Jun, FENG Runhuan, WILLMOT G E. On the expectation of total discounted operating costs up to default and its applications. Advances in Applied Probability, 2009, 41: 495-522.
5. CHEUNG E C K. Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. Insurance: Mathematics & Economics, 2013, 53: 343-354.