On the distribution of the surplus prior to ruin

This publication has 8 references indexed in Scilit:

• Recursive Calculation of Survival Probabilities
  ASTIN Bulletin, 1991
• Mathematical Fun with the Compound Binomial Process
  ASTIN Bulletin, 1988
• The surpluses immediately before and at ruin, and the amount of the claim causing ruin
  Insurance: Mathematics and Economics, 1988
• Distributions stationnaires d'un système bonus–malus et probabilité de ruine
  ASTIN Bulletin, 1988
• Recursive calculation of finite-time ruin probabilities
  Insurance: Mathematics and Economics, 1988
• On the Probability and Severity of Ruin
  ASTIN Bulletin, 1987
• Approximations to ruin probability in the presence of an upper absorbing barrier
  Scandinavian Actuarial Journal, 1984
• Recursive Evaluation of a Family of Compound Distributions
  ASTIN Bulletin, 1981