The expected discounted penalty at ruin in the Erlang (2) risk process

Statistics and Probability Letters

Volumn 72, Issue 3, 2005, Pages 205-217

  Sun, Li Juan ^a  

^a UNIVERSITY OF INTERNATIONAL BUSINESS AND ECONOMICS   (China)

Author keywords

Erlang (2) risk process; Expected discounted penalty function; Ruin probability

Indexed keywords

EID: 15844429337     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.12.015     Document Type: Article

References (9)

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5. F. Dufresne H.U. Gerber The surpluses immediately before and at ruin, and the amount of the claim causing ruin Insurance: Math. Econom. 7 1988 193-199
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9. P. Linz Analytical and Numerical Methods for Volterra Equation 1985 SIAM Philadelphia