Landriault, David; Shi, Tianxiang; Willmot, Gordon E. - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 371-379
each term in the expansion through analysis involving the distribution of the number of claims until ruin. The (defective …) distribution of the number of claims until ruin is then further examined. Interestingly, a connection to the well-known extended … the time to ruin, the surplus prior to ruin, and the number of claims until ruin is derived. In the last section, the …