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Volumn 2, Issue 1, 1998, Pages 48-72

On the time value of ruin

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Indexed keywords


EID: 85011220306     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.1998.10595671     Document Type: Article
Times cited : (658)

References (22)
  • 4
    • 38249009745 scopus 로고
    • On the Distribution of Surplus prior to Ruin
    • Dickson, D.C.M. 1992. “On the Distribution of Surplus prior to Ruin,” Insurance: Mathematics and Economics 11:191–207.
    • (1992) Insurance: Mathematics and Economics , vol.11 , pp. 191-207
    • Dickson, D.C.M.1
  • 6
    • 0001105539 scopus 로고
    • The Surpluses Immediately before and at Ruin, and the Amount of the Claim Causing Ruin
    • Dufresne, F., and Gerber, H.U. 1988. “The Surpluses Immediately before and at Ruin, and the Amount of the Claim Causing Ruin,” Insurance: Mathematics and Economics 7:193–99.
    • (1988) Insurance: Mathematics and Economics , vol.7 , pp. 193-199
    • Dufresne, F.1    Gerber, H.U.2
  • 9
    • 0003340524 scopus 로고
    • An Introduction to Mathematical Risk Theory
    • Homewood, Ill.: Irwin
    • Gerber, H.U. 1979. “An Introduction to Mathematical Risk Theory.” S.S. Huebner Foundation Monograph Series No. 8. Homewood, Ill.: Irwin.
    • (1979) S.S. Huebner Foundation Monograph Series , Issue.8
    • Gerber, H.U.1
  • 13
    • 0031573355 scopus 로고    scopus 로고
    • The Joint Distribution of the Time of Ruin, the Surplus Immediately before Ruin, and the Deficit at Ruin
    • Gerber, H.U., and Shiu, E.S.W. 1997c. “The Joint Distribution of the Time of Ruin, the Surplus Immediately before Ruin, and the Deficit at Ruin,” Insurance: Mathematics and Economics 21:129–37.
    • (1997) Insurance: Mathematics and Economics , vol.21 , pp. 129-137
    • Gerber, H.U.1    Shiu, E.S.W.2
  • 16
    • 84908266083 scopus 로고
    • Some Supplementary Researches on the Collective Risk Theory
    • Lundberg, F. 1932. “Some Supplementary Researches on the Collective Risk Theory,” Skandinavisk Aktuarietidskrift 15:137–58.
    • (1932) Skandinavisk Aktuarietidskrift , vol.15 , pp. 137-158
    • Lundberg, F.1
  • 17
    • 0001417130 scopus 로고
    • On the Ruin Problem of Collective Risk Theory
    • Prabhu, N.U. 1961. “On the Ruin Problem of Collective Risk Theory,” Annals of Mathematical Statistics 32:757–64.
    • (1961) Annals of Mathematical Statistics , vol.32 , pp. 757-764
    • Prabhu, N.U.1
  • 19
    • 84972070978 scopus 로고
    • Computing the Probability of Eventual Ruin
    • Seah, E.S. 1990. “Computing the Probability of Eventual Ruin,” Transactions of the Society of Actuaries, 42:421–46.
    • (1990) Transactions of the Society of Actuaries , vol.42 , pp. 421-446
    • Seah, E.S.1
  • 21
    • 84949061693 scopus 로고
    • On Some Distributions in Time Connected with the Collective Theory of Risk
    • Segerdahl, C.-O. 1970. “On Some Distributions in Time Connected with the Collective Theory of Risk,” Skandinavisk Aktuarietidskrift 53:167–92.
    • (1970) Skandinavisk Aktuarietidskrift , vol.53 , pp. 167-192
    • Segerdahl, C.-O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.