The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- 1 November 1997
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 21 (2) , 129-137
- https://doi.org/10.1016/s0167-6687(97)00027-9
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- Ruin problems and dual eventsInsurance: Mathematics and Economics, 1994
- On the distribution of the surplus prior to ruinInsurance: Mathematics and Economics, 1992
- When does the surplus reach a given target?Insurance: Mathematics and Economics, 1990
- The surpluses immediately before and at ruin, and the amount of the claim causing ruinInsurance: Mathematics and Economics, 1988
- On the Ruin Problem of Collective Risk TheoryThe Annals of Mathematical Statistics, 1961
- Some Problems in the Theory of DamsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1957