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Reinhard, J.M.
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Snoussi, M.
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International Actuarial Association / Actuarial Studies in Non-Life Insurance
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ASTIN BULLETIN ; Vol. 31 - No. 2 - 2001, 255-273
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USB Cologne (business full texts)
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On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model
Reinhard, J.M.
;
Snoussi, M.
-
International Actuarial Association / Actuarial Studies …
-
2001
In this paper we extend the work of Reinhard and Snoussi (2000) by developing a recursive system ...
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