“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003

North American Actuarial Journal

Volumn 7, Issue 3, 2003, Pages 119-122

  Li, Shuanming ^a  

^a Civil and Environmental Engineering   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011164245     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2003.10596111     Document Type: Article

References (6)

1. DICKSON, D. C. M. 1998. “On a Class of Renewal Risk Process,” North American Actuarial Journal 2(3): 60-68.
2. DICKSON, D. C. M. and C. HIPP. 1998. “Ruin Probabilities for Erlang Risk Process,” Insurance: Mathematics & Economics 2: 251-62.
3. DICKSON, D. C. M. and C. HIPP. 2001. “On the Time to Ruin for Erlang(2) Risk Process,” Insurance: Mathematics & Economics 29: 333-44.
4. GERBER, H. U. and E. S. W. SHIU. 1998. “On the Time Value of Ruin,” North American Actuarial Journal 2(1): 48-78.
5. LI, S. and J. GARRIDO. 2003. “On Ruin for Erlang(n) Risk Process,” Technical report January 2003, Concordia University.
6. POULARIKAS, A. D. 1996. The Transforms and Applications Handbook. Boca Raton: CRC Press.