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ArticleOn the distribution of the surplus prior to ruin

David C. M. Dickson1992

Article1992

On the distribution of the surplus prior to ruin

David C. M. Dickson

122 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

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References

1979An introduction to mathematical risk theory 1981Recursive Evaluation of a Family of Compound Distributions 1987On the Probability and Severity of Ruin 1988Mathematical Fun with the Compound Binomial Process

Cited by

2005On the discounted penalty function in a Markov-dependent risk model 2000Discounted probabilities and ruin theory in the compound binomial model 2002On the expected discounted penalty function at ruin of a surplus process with interest 1993How long is the surplus below zero?2009A note on scale functions and the time value of ruin for Lévy insurance risk processes 2004Collective Risk Theory 1994Some Comments on the Compound Binomial Model 1996Reinsurance and ruin

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Year1992

Typearticle

Published1992-10-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations122

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/0167-6687(92)90026-8

openalex_workW2071353079

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