SCOPUS 정보 검색 플랫폼

Volumn 37, Issue 3, 2005, Pages 505-521

The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process

(1) Ren, Jiandong a

a UNIVERSITY OF WESTERN ONTARIO (Canada)

Author keywords

Deficit at ruin; Expected value of the time of ruin; Laplace transform of the time of ruin; Perturbed classical risk process; Phase type distribution; Probability of ruin; Renewal process

Indexed keywords

EID: 29144474120 PISSN: 01676687 EISSN: None Source Type: Journal
DOI: 10.1016/j.insmatheco.2005.05.002 Document Type: Article

Times cited : (8)

References (10)

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3
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4
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6
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- The moments of time of ruin, the surplus before ruin, and the deficit at ruin
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7
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8
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- On the expectatioin of the present values of the time of ruin perturbed by diffusion
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- A generalized defective renewal equation for the surplus process perturbed by diffusion
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10
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- The joint density function of three characteristic on jump-diffution risk process
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.