The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model

被引：31

作者：

Ko, Bangwon ^{[1
]}

机构：

[1] Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA

来源：

NORTH AMERICAN ACTUARIAL JOURNAL | 2007年 / 11卷 / 03期

基金：

加拿大自然科学与工程研究理事会;

关键词：

D O I：

10.1080/10920277.2007.10597472

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：136 / +

页数：4

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