Exact and approximate properties of the distribution of surplus before and after ruin

Insurance: Mathematics and Economics

Volumn 23, Issue 1, 1998, Pages 91-110

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

^a UNIVERSITY OF WATERLOO   (Canada)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Decreasing failure rate; Increasing failure rate; Lundberg bound; Severity of ruin; Surplus prior to ruin

Indexed keywords

EID: 0032585141     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00030-4     Document Type: Article

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