The joint density of the surplus before and after ruin in the Sparre Andersen model.

被引：0

作者：

Pitts, Susan M.

Politis, Konstadinos

机构：

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 39卷 / 03期

关键词：

Sparre-Andersen model; surplus prior to ruin; deficit at ruin; ladder height; Wiener-Hopf factors; phase-type distribution; subexponential distribution;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：407 / 407

页数：1

共 50 条

[1] The joint density of the surplus before and after ruin in the Sparre Andersen model
Pitts, Susan M.
Politis, Konstadinos
[J]. JOURNAL OF APPLIED PROBABILITY, 2007, 44 (03) : 695 - 712
[2] The joint distribution of the surplus before and after ruin and the time of ruin in the Sparre Andersen model.
Pitts, SM
Konstadinos, P
[J]. INSURANCE MATHEMATICS & ECONOMICS, 2005, 37 (02): : 380 - 380
[3] The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,
Li, Shuanming
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2008, 12 (02) : 208 - 210
[4] The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
Ko, Bangwon
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2007, 11 (03) : 136 - +
[5] LUNDBERG-TYPE BOUNDS FOR THE JOINT DISTRIBUTION OF SURPLUS IMMEDIATELY BEFORE AND AT RUIN UNDER THE SPARRE ANDERSEN MODEL
Ng, Andrew
Yang, Hailiang
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2005, 9 (02) : 85 - 100
[6] The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models
Dickson, DCM
Drekic, S
[J]. INSURANCE MATHEMATICS & ECONOMICS, 2004, 34 (01): : 97 - 107
[7] Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model Discussion
Lin, X.
Liu, Xiaoming
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2005, 9 (02) : 102 - +
[8] Ruin probabilities for a Sparre Andersen model with investments
Eberlein, Ernst
Kabanov, Yuri
Schmidt, Thorsten
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2022, 144 : 72 - 84
[9] The deficit at ruin in the sparre andersen model with interest
Bao Z.-H.
Ye Z.-X.
[J]. Journal of Applied Mathematics and Computing, 2007, 23 (1-2) : 87 - 99
[10] THE TIME VALUE OF RUIN IN A SPARRE ANDERSEN MODEL
Gerber, Hans
Shiu, Elias
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2005, 9 (02) : 49 - 69

← 1 2 3 4 5 →