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Optimal dividends under a ruin probability constraint
Dickson, David C. M., (2005)
Ambiguity and insurance : robust capital requirements and premiums
Walker, Oliver, (2012)
The economics of insurance : a derivatives-based approach
Jarrow, Robert A., (2021)
The deficit at ruin in the stationary renewal risk model
Willmot, Gordon E., (2002)
On the distribution of the deficit at ruin when claims are phase-type
Drekic, Steve, (2001)
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models
Dickson, David C. M., (2003)