“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 122-124

  Sheldon Lin, X ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011164254     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2003.10596112     Document Type: Article

References (3)

1. BOWERS, N., H. GERBER, J. HICKMAN, D. JONES and C. NESBITT. 1997. Actuarial Mathematics, 2nd ed., Schaumburg, IL: Society of Actuaries.
2. GERBER, H. U. and E. S. W. SHIU. 1998. “On the Time Value of Ruin,” North American Actuarial Journal 2(1): 48-78.
3. GERBER, H. U. and E. S. W. SHIU. 2003. Discussion on “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” North American Actuarial Journal 7(3): 117-19.