On the distribution of surplus immediately after ruin under interest force and subexponential claims

Insurance: Mathematics and Economics

Volumn 35, Issue 3, 2004, Pages 703-714

  Wang, Rongming ^a   Yang, Hailiang ^b   Wang, Hanxing ^c  

^a EAST CHINA NORMAL UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c SHANGHAI UNIVERSITY   (China)

Author keywords

Compound Poisson model; Integral equation; Laplace transform; Subexponential distribution; Surplus immediately after ruin

Indexed keywords

EID: 10144255101     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.07.002     Document Type: Article

References (12)

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