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

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  • Shuanming Li

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  • Shuanming Li, 2003. "“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, Taylor & Francis Journals, vol. 7(3), pages 119-122.
    • Handle: RePEc:taf:uaajxx:v:7:y:2003:i:3:p:119-122
    DOI: 10.1080/10920277.2003.10596111
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    Cited by:

    1. Pavlova, Kristina P. & Willmot, Gordon E., 2004. "The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 267-277, October.
    2. Li, Shuanming & Lu, Yi, 2005. "On the expected discounted penalty functions for two classes of risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 179-193, April.

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