Results 211 to 220 of about 37,807,015 (239)

Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion

Statistics and Probability Letters, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang Yang, Zhimin Zhang, Yang Yang
exaly   +3 more sources

On the Discounted Kth Moment of the Deficit at Ruin in the Delayed Renewal Risk Model

Lobachevskii Journal of Mathematics, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bangwon Ko
exaly   +3 more sources

Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model

Insurance: Mathematics and Economics, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kostas Politis, Stathis Chadjiconstantinidis   +1 more
exaly   +3 more sources

The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion

Insurance: Mathematics and Economics, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chiu, S. N., Yin, C. C.
openaire   +1 more source

Moments of the Time of Ruin, Surplus Before Ruin and the Deficit at Ruin in the Erlang(N) Risk Process

Acta Mathematicae Applicatae Sinica, English Series, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xing, Yongsheng, Wu, Rong
openaire   +1 more source

On the time to ruin and the deficit at ruin in a risk model with double-sided jumps

Statistics & Probability Letters, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xing, Xiaoyu, Zhang, Wei, Jiang, Yiming
openaire   +1 more source

On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model

North American Actuarial Journal, 2009
Abstract The seminal paper by Gerber and Shiu (1998) unified and extended the study of the event of ruin and related quantities, including the time at which the event of ruin occurs, the deficit at the time of ruin, and the surplus immediately prior to ruin.
David Landriault, Gordon E. Willmot
openaire   +1 more source

Approximations for moments of deficit at ruin with exponential and subexponential claims

Statistics & Probability Letters, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tang, Q, Yang, H, Cheng, Y
openaire   +5 more sources

Distribution of Deficit at Ruin for a PDMP Insurance Risk Model

Acta Mathematicae Applicatae Sinica, English Series, 2003
The authors derive an integro differential equation for the distribution of the deficit at ruin for the risk process described by a piecewise deterministic Markov process. For some choices of the claim amount distribution explicit expressions are obtained this way.
Wang, Guojing, Qian, Suping, Wu, Rong
openaire   +2 more sources

The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force

North American Actuarial Journal, 2001
Abstract In this paper we consider a compound Poisson risk model with a constant interest force. We investigate the joint distribution of the surplus immediately before and after ruin. By adapting the techniques in Sundt and Teugels (1995), we obtain integral equations satisfied by the joint distribution function and a Lundberg-type inequality.
Yang, H, Zhang, L
openaire   +2 more sources