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The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Insurance: Mathematics and Economics, 1988Francois Dufresne
exaly
The Theory of Gambler's Ruin and Your Investments
The American Journal of Cardiology, 2020openaire +2 more sources
Discounted probabilities and ruin theory in the compound binomial model
Insurance: Mathematics and Economics, 2000exaly
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
Insurance: Mathematics and Economics, 2008Jinxia Zhu, Hailiang Yang
exaly