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Discussion of the time value of ruin

, 1998
De Vijder, F., Goovaerts, Marc
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Causality: Ruin Time and Ruins

Leonardo, 1988
A ruin is defined as the disjunctive product of the intrusion of nature upon an edifice without loss of the unity produced by the human builders. Ruin time, proposed as the principal cause of ruin, serves also to unify the ruin. In a ruin the edifice, the human-made part, and nature are one and inseparable; an edifice separated from its natural setting
Florence M. Hetzler
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The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

Insurance: Mathematics and Economics, 2000
This paper studies the joint and marginal moments of the time of ruin, the surplus just before ruin, and the deficit at ruin. It expresses the moments in terms of compound geometric tails and presents recursive relations between the moments. Examples are given for individual claim random variables being exponential, combinations of exponentials, and ...
Lin, X. Sheldon, Willmot, Gordon E.
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The Archaeology of Ruin-Time

2020
Abstract Chapter 7 addresses the peculiar archaeology of the blitzed landscape, when air raids made new ruins out of modern-day infrastructure, even while revealing older ones from London’s Roman past. Theorists have often conceived of the temporality of ruins as a dialectic between pastness and futurity, ending and return, and these ...
B. Pong
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The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Insurance: Mathematics and Economics, 1997
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Gerber, Hans U., Shiu, Elias S. W.
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Ruin time and aggregate claim amount up to ruin time for the perturbed risk process

Scandinavian Actuarial Journal, 2013
We consider the classical Sparre-Andersen risk process perturbed by a Wiener process, and study the joint distribution of the ruin time and the aggregate claim amounts until ruin by determining its Laplace transform. This is first done when the claim amounts follow respectively an exponential/Phase-type distribution, in which case we also compute the ...
Rabehasaina, Landy, Chi-Liang Tsai, Cary
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Ruin Time of Uncertain Insurance Risk Process

IEEE Transactions on Fuzzy Systems, 2018
Kai Yao, Jian Zhou, Jian Zhou
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