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Search: subject:"Surplus prior to ruin"
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conditional measure-preservation
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deficit at ruin
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generalized Erlang risk model
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joint density
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surplus prior to ruin
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the Lundberg fundamental equation
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duality
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Ji, Lanpeng
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Zhang, Chunsheng
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Risks
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A duality result for the generalized Erlang risk model
Ji, Lanpeng
;
Zhang, Chunsheng
- In:
Risks
2
(
2014
)
4
,
pp. 456-466
discounted joint density of the
surplus
prior
to
ruin
and the deficit at ruin are also discussed. …
Persistent link: https://www.econbiz.de/10011709515
Saved in:
2
A Duality Result for the Generalized Erlang Risk Model
Ji, Lanpeng
;
Zhang, Chunsheng
- In:
Risks
2
(
2014
)
4
,
pp. 456-466
discounted joint density of the
surplus
prior
to
ruin
and the deficit at ruin are also discussed. …
Persistent link: https://www.econbiz.de/10011030551
Saved in:
3
A duality result for the generalized Erlang risk model
Ji, Lanpeng
;
Zhang, Chunsheng
- In:
Risks : open access journal
2
(
2014
)
4
,
pp. 456-466
discounted joint density of the
surplus
prior
to
ruin
and the deficit at ruin are also discussed. …
Persistent link: https://www.econbiz.de/10010489066
Saved in:
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