On the moments of ruin and recovery times

Insurance: Mathematics and Economics

Volumn 27, Issue 3, 2000, Pages 331-343

  Egídio dos Reis, Alfredo D ^a  

^a UNIVERSITY OF LISBON   (Portugal)

Author keywords

C69; Discrete time model; Duration of negative surplus; G22; Probability of ruin; Recursive calculation; Severity of ruin; Time to ruin

Indexed keywords

EID: 0034649484     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(00)00056-1     Document Type: Article

References (13)

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