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The surpluses immediately before and at ruin, and the amount of the claim causing ruin

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References

1987On the Probability and Severity of Ruin175 cited

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2005On the discounted penalty function in a Markov-dependent risk model107 cited
1990When does the surplus reach a given target?93 cited
2002On the expected discounted penalty function at ruin of a surplus process with interest91 cited
1993How long is the surplus below zero?86 cited
2009Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models79 cited
2003The Gerber–Shiu discounted penalty function in the stationary renewal risk model59 cited
2001On the discounted distribution functions of the surplus process perturbed by diffusion48 cited
1994On some measures of the severity of ruin in the classical Poisson model46 cited
2003The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion45 cited
2003On the expectations of the present values of the time of ruin perturbed by diffusion41 cited
1999On the Distribution of the Surplus Prior and at Ruin38 cited
2006The expected discounted penalty at ruin in the risk process with random income35 cited
2005Differentiation of some functionals of risk processes, and optimal reserve allocation31 cited

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2007Quasi-Product Forms for Lévy-Driven Fluid Networks28 cited

2006Quasi-product forms for Lévy-driven fluid networks24 cited