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Exact and approximate properties of the distribution of surplus before and after ruin

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References

1979An introduction to mathematical risk theory914 cited
1987Stochastic Modelling and Analysis: A Computational Approach.714 cited
1987Stochastic modelling and analysis: A computational approach,231 cited
1987On the Probability and Severity of Ruin175 cited
1992On the distribution of the surplus prior to ruin122 cited
1993How long is the surplus below zero?86 cited
1988The probability and severity of ruin for combinations of exponential claim amount distributions and their translations71 cited
1995Some Stable Algorithms in Ruin Theory and Their Applications58 cited
1992The Probability and Severity of Ruin in Finite and Infinite Time57 cited
1996On the distribution of the duration of negative surplus45 cited

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1999On the Distribution of the Surplus Prior and at Ruin38 cited

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