메뉴 건너뛰기




Volumn 2000, Issue 1, 2000, Pages 63-79

On evaluation of the conditional distribution of the deficit at the time of ruin

(1)  Willmot, Gordon E a  

a NONE   (Canada)

Author keywords

Combinations exponentials; Duration negati surplus; Mixture erlangs; Residual equilibrium distribution

Indexed keywords


EID: 85011184651     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/034612300750066737     Document Type: Article
Times cited : (10)

References (11)
  • 2
    • 85011499228 scopus 로고    scopus 로고
    • On the distribution of the duration of negative surplus
    • Dickson, D. & Egídio dos Reis, A. (1996). On the distribution of the duration of negative surplus. Scand. Actuar. J., 148-164.
    • (1996) Scand. Actuar. J. , pp. 148-164
    • Dickson, D.1    Egídio Dos Reis, A.2
  • 3
    • 38249031188 scopus 로고
    • The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
    • Dufresne, F. & Gerber, H. (1988). The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. Insur. Math. Economics 7, 75-80.
    • (1988) Insur. Math. Economics , vol.7 , pp. 75-80
    • Dufresne, F.1    Gerber, H.2
  • 4
    • 38249004571 scopus 로고
    • How long is the surplus below zero
    • Egídio dos Reis, A. (1993). How long is the surplus below zero. Insur. Math. Economics 12, 23-38.
    • (1993) Insur. Math. Economics , vol.12 , pp. 23-38
    • Egídio Dos Reis, A.1
  • 5
    • 84974324244 scopus 로고
    • On the probability and severity of ruin
    • Gerber, H., Goovaerts, M. & Kaas, R. (1987). On the probability and severity of ruin. ASTIN Bull. 17, 151-163.
    • (1987) ASTIN Bull , vol.17 , pp. 151-163
    • Gerber, H.1    Goovaerts, M.2    Kaas, R.3
  • 6
    • 84958437977 scopus 로고
    • Recursive evaluation of a family of compound distributions
    • Panjer, H. (1981). Recursive evaluation of a family of compound distributions. ASTIN Bull. 12, 22-26.
    • (1981) ASTIN Bull , vol.12 , pp. 22-26
    • Panjer, H.1
  • 7
    • 8344227917 scopus 로고
    • Convolution of uniform distributions and ruin probability
    • Shiu, E. (1987). Convolution of uniform distributions and ruin probability. Scand. Actuar. J., 191-197.
    • (1987) Scand. Actuar. J. , pp. 191-197
    • Shiu, E.1
  • 9
    • 0032585141 scopus 로고    scopus 로고
    • Exact and approximate properties of the distribution of surplus before and after ruin
    • Willmot, G. & Lin, X. (1998). Exact and approximate properties of the distribution of surplus before and after ruin. Insur. Math. Economics, 23, 91-110.
    • (1998) Insur. Math. Economics , vol.23 , pp. 91-110
    • Willmot, G.1    Lin, X.2
  • 10
    • 38249029524 scopus 로고
    • Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
    • Willmot, G. (1988). Further use of Shiu's approach to the evaluation of ultimate ruin probabilities. Insur. Math. Economics 7, 275-281.
    • (1988) Insur. Math. Economics , vol.7 , pp. 275-281
    • Willmot, G.1
  • 11
    • 0031998037 scopus 로고    scopus 로고
    • On a class of approximations for ruin and waiting time probabilities
    • Willmot, G. (1998). On a class of approximations for ruin and waiting time probabilities. Oper. Res. Lett. 22, 27-32.
    • (1998) Oper. Res. Lett , vol.22 , pp. 27-32
    • Willmot, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.