The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

Insurance: Mathematics and Economics

Volumn 27, Issue 1, 2000, Pages 19-44

  Lin, X Sheldon ^a   Willmot, Gordon E ^b  

^a UNIVERSITY OF IOWA   (United States)

^b UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Compound geometric; Deficit; Equilibrium distributions; Higher moment; Renewal equation; Surplus; Time of ruin

Indexed keywords

EID: 0001858607     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(00)00038-X     Document Type: Article

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