The deficit at ruin in the stationary renewal risk model

ISSN： 0346-1238

Source： Scandinavian Actuarial Journal, Vol.2004, Iss.4, 2004-07, pp. : 241-255

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The proper distribution function of the deficit in the delayed renewal risk model

By Kim So-Yeun

Scandinavian Actuarial Journal, Vol. 2011, Iss. 2, 2011-06 ,pp. : 118-137

Taylor & Francis Ltd

Access to resources Recommend Favorite

Approximations for Finite Horizon Ruin Probabilities in the Renewal Model

By Asmussen S. Højgaard B.

Scandinavian Actuarial Journal, Vol. 99, Iss. 2, 1999-12 ,pp. : 106-119

Taylor & Francis Ltd

Access to resources Recommend Favorite

Approximations for Finite Horizon Ruin Probabilities in the Renewal Model

By Asmussen S. Højgaard B.

Scandinavian Actuarial Journal, Vol. 1999, Iss. 2, 1999-12 ,pp. : 106-119

Taylor & Francis Ltd

Access to resources Recommend Favorite

The surplus prior to ruin and the deficit at ruin for a correlated risk process

By Badescu Andrei

Scandinavian Actuarial Journal, Vol. 2005, Iss. 6, 2005-11 ,pp. : 433-445

Taylor & Francis Ltd

Access to resources Recommend Favorite

Monotonicity properties and the deficit at ruin in the Sparre Andersen model

By Psarrakos Georgios Politis Konstadinos

Scandinavian Actuarial Journal, Vol. 2009, Iss. 2, 2009-06 ,pp. : 104-118

Taylor & Francis Ltd

Access to resources Recommend Favorite