How long is the surplus below zero?
- 1 February 1993
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 12 (1) , 23-38
- https://doi.org/10.1016/0167-6687(93)90996-3
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- 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
- Mathematical fun with ruin theoryInsurance: Mathematics and Economics, 1988
- On the Probability and Severity of RuinASTIN Bulletin, 1987