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On the distribution of the surplus prior to ruin

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References

1979An introduction to mathematical risk theory914 cited
1981Recursive Evaluation of a Family of Compound Distributions571 cited
1987On the Probability and Severity of Ruin175 cited
1988Mathematical Fun with the Compound Binomial Process170 cited

Cited by

2005On the discounted penalty function in a Markov-dependent risk model107 cited
2000Discounted probabilities and ruin theory in the compound binomial model98 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
2009A note on scale functions and the time value of ruin for Lévy insurance risk processes86 cited
2004Collective Risk Theory81 cited
1994Some Comments on the Compound Binomial Model80 cited
1996Reinsurance and ruin68 cited
1995Some Stable Algorithms in Ruin Theory and Their Applications58 cited
2005On a class of discrete time renewal risk models51 cited
2009A review of discrete-time risk models49 cited
2005On the joint distribution of surplus before and after ruin under a Markovian regime switching model

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48 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

1996On the distribution of the duration of negative surplus45 cited

2007The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model42 cited