Results 231 to 239 of about 37,807,015 (239)

“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003

North American Actuarial Journal, 2003
Hans U. Gerber, Elias S. W. Shiu
  +4 more sources

Joint Moments of Surplus Immediately Before Ruin and Deficit at Ruin in the Renewal Risk Model

Journal of Applied Mathematics and Computation
Jiayu Wang, Houchun Wang
openaire   +1 more source

On ruin for the Erlang(n) risk process

Insurance: Mathematics and Economics, 2004
José Garrido, Shuanming Li
exaly  

On a risk measure inspired from the ruin probability and the expected deficit at ruin

Scandinavian Actuarial Journal, 2016
Julien Trufin
exaly  

Analysis of a defective renewal equation arising in ruin theory

Insurance: Mathematics and Economics, 1999
Gordon Willmot, X Sheldon Lin
exaly  

Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model

Communications in Statistics - Theory and Methods
Georgios Psarrakos
exaly  

“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, 2007
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,” David Landriault and Gordon Willmot, Volume 13, No. 2, 2009

North American Actuarial Journal, 2009
openaire   +1 more source

Distribution of Deficit at Ruin for a PDMP Insurance Risk Model

Acta Mathematicae Applicatae Sinica, 2017
exaly