✦ LIBER ✦

Tail bounds for the joint distribution of the surplus prior to and at ruin

✍ Scribed by Georgios Psarrakos; Konstadinos Politis

Book ID: 108153121
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 481 KB
Volume: 42
Category: Article
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2007.01.004

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the distribution of the surplus prior

On the distribution of the surplus prior to ruin

✍ David C.M. Dickson 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 925 KB

The joint distribution of the time of ru

The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

✍ Hans U. Gerber; Elias S.W. Shiu 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 366 KB

We examine the joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. The time of ruin is analyzed in terms of its Laplace transform, which can naturally be interpreted as discounting. We show that, as a function of the initial surplus, the joint densit

On the distribution of the surplus of th

On the distribution of the surplus of the D–E model prior to and at ruin

✍ Chunsheng Zhang; Rong Wu 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 142 KB

On the distribution of the surplus prior

On the distribution of the surplus prior to ruin and at ruin in a discrete semi-markov risk model

✍ Mohammed Snoussi 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 German ⚖ 593 KB

On the joint distributions of surplus im

On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes

✍ Lijuan Sun; Hailiang Yang 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 64 KB

Lundberg-type Bounds and Asymptotics for

Lundberg-type Bounds and Asymptotics for the Moments of the Time to Ruin

✍ Vaios Dermitzakis; Susan M. Pitts; Konstadinos Politis 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 449 KB