Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model Discussion

被引：0

作者：

Lin, X. ^{[1
]}

Liu, Xiaoming ^{[2
]}

机构：

[1] Univ Toronto, Dept Stat, Actuarial Sci, Toronto, ON M5S 3G3, Canada

[2] Univ Toronto, Dept Stat, Toronto, ON M5S 3G3, Canada

来源：

NORTH AMERICAN ACTUARIAL JOURNAL | 2005年 / 9卷 / 02期

关键词：

D O I：

10.1080/10920277.2005.10596205

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：102 / +

页数：6

共 16 条

[1] 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
[2] Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under a Markov-modulated risk model
Ng, Andrew C. Y.
Yang, Hailiang
[J]. ASTIN BULLETIN, 2005, 35 (02): : 351 - 361
[3] 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
[4] 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
[5] 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
[6] The joint density of the surplus before and after ruin in the Sparre Andersen model.
Pitts, Susan M.
Politis, Konstadinos
[J]. INSURANCE MATHEMATICS & ECONOMICS, 2006, 39 (03): : 407 - 407
[7] 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 - +
[8] 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
[9] The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
Gerber, HU
Shiu, ESW
[J]. INSURANCE MATHEMATICS & ECONOMICS, 1997, 21 (02): : 129 - 137
[10] Author's Reply: The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model - Discussion by Shuanming Li, July 2007
Ren, Jiandong
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2008, 12 (03) : 341 - 341

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