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On the distribution of the surplus of the D-E model prior to and at ruin

Zhang, Chunsheng; Wu, Rong - In: Insurance: Mathematics and Economics 24 (1999) 3, pp. 309-321

Persistent link: https://www.econbiz.de/10005374576

Some distributions for classical risk process that is perturbed by diffusion

Wang, Guojing; Wu, Rong - In: Insurance: Mathematics and Economics 26 (2000) 1, pp. 15-24

Persistent link: https://www.econbiz.de/10005374731

The joint distributions of several important actuarial diagnostics in the classical risk model

Wei, Li; Wu, Rong - In: Insurance: Mathematics and Economics 30 (2002) 3, pp. 451-462

Persistent link: https://www.econbiz.de/10005374783

On a joint distribution for the risk process with constant interest force

Wu, Rong; Wang, Guojing; Zhang, Chunsheng - In: Insurance: Mathematics and Economics 36 (2005) 3, pp. 365-374

Persistent link: https://www.econbiz.de/10005374934

The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest

Wang, Guojing; Wu, Rong - In: Insurance: Mathematics and Economics 42 (2008) 1, pp. 59-64

In this paper, we consider the Gerber-Shiu expected discounted penalty function for the perturbed compound Poisson risk process with constant force of interest. We decompose the Gerber-Shiu function into two parts: the expected discounted penalty at ruin that is caused by a claim and the...

Persistent link: https://www.econbiz.de/10005375173

Joint distributions of some actuarial random vectors containing the time of ruin

Wu, Rong; Wang, Guojing; Wei, Li - In: Insurance: Mathematics and Economics 33 (2003) 1, pp. 147-161

Persistent link: https://www.econbiz.de/10005375202