Results 221 to 230 of about 37,807,015 (239)

“On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009

North American Actuarial Journal, 2009
(2009). “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009. North American Actuarial Journal: Vol. 13, No. 2, pp. 272-277.
Hans U. Gerber, Elias S. W. Shiu
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Compound geometric residual lifetime distributions and the deficit at ruin

Insurance: Mathematics and Economics, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process

North American Actuarial Journal, 2003
Abstract This paper investigates the moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Using the integro-differential equation that we establish, we obtain some explicit expressions for the moments. Furthermore, when the claim size is exponentially and subexponentially distributed, asymptotic relationships for ...
Cheng, Y., Tang, Q.
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The deficit at ruin in the stationary renewal risk model

Scandinavian Actuarial Journal, 2004
Properties of the distribution of the deficit at ruin in the stationary renewal risk model are studied. A mixture representation for the conditional distribution of the deficit at ruin (given that ruin occurs) is derived, as well as a stochastic decomposition involving the residual lifetime associated with the maximal aggregate loss.
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On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin

Scandinavian Actuarial Journal, 2000
Analytic evaluation of the deficit at the time of ruin is shown to be simplified when the residual equilibrium density function associated with the claim size distribution has a certain property. This result is used to show that the conditional distribution of the deficit is a mixture of Erlangs (gamma with integer shape parameters) if the same is true
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On the deficit distribution when ruin occurs—discrete time model

Insurance: Mathematics and Economics, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model

North American Actuarial Journal, 2007
Abstract In this article, we consider the risk model with phase-type interclaim times. We first derive a simple matrix-form expression for the discounted joint density of the surplus prior to ruin and the deficit at ruin when the initial surplus is zero.
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The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process

Insurance: Mathematics and Economics, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007

North American Actuarial Journal, 2008
(2008). “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007. North American Actuarial Journal: Vol. 12, No. 2, pp. 210-212.
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The Distribution of Deficit at Ruin on a Renewal Risk Model

2009
K. K. Thampi, M. J. Jacob
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