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The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

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  • Gerber, Hans U.
  • Shiu, Elias S. W.

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  • Gerber, Hans U. & Shiu, Elias S. W., 1997. "The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 129-137, November.
    • Handle: RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137
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    References listed on IDEAS

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    1. Dickson, David C. M. & dos Reis, Alfredo Egidio, 1994. "Ruin problems and dual events," Insurance: Mathematics and Economics, Elsevier, vol. 14(1), pages 51-60, April.
    2. Dickson, David C. M., 1992. "On the distribution of the surplus prior to ruin," Insurance: Mathematics and Economics, Elsevier, vol. 11(3), pages 191-207, October.
    3. Gerber, Hans U., 1990. "When does the surplus reach a given target?," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 115-119, September.
    4. Hans Gerber & Elias Shiu, 1998. "On the Time Value of Ruin," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(1), pages 48-72.
    5. Dufresne, Francois & Gerber, Hans U., 1988. "The surpluses immediately before and at ruin, and the amount of the claim causing ruin," Insurance: Mathematics and Economics, Elsevier, vol. 7(3), pages 193-199, October.
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