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Analysis of a defective renewal equation arising in ruin theory
Insurance: Mathematics and Economics, 1999Gordon Willmot, X Sheldon Lin
exaly
A remark on the moments of ruin time in classical risk theory
, 1990F. Delbaen
semanticscholar +1 more source
Some results about the expected ruin time in Markov-modulated risk models
, 1996N. Bäuerle
semanticscholar +1 more source
Some comparison results for finite-time ruin probabilities in the classical risk model
, 2017C. Lefèvre +2 more
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