Ruin problems and dual events
- 1 April 1994
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 14 (1) , 51-60
- https://doi.org/10.1016/0167-6687(94)00005-0
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- On the distribution of the surplus prior to ruinInsurance: Mathematics and Economics, 1992
- The surpluses immediately before and at ruin, and the amount of the claim causing ruinInsurance: Mathematics and Economics, 1988
- On the Probability and Severity of RuinASTIN Bulletin, 1987
- Approximations to ruin probability in the presence of an upper absorbing barrierScandinavian Actuarial Journal, 1984