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

被引：32
|
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
收藏
页码：136 / +
页数：4
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