Title of article
On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes
Author/Authors
Sun، نويسنده , , Lijuan and Yang، نويسنده , , Hailiang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
5
From page
121
To page
125
Abstract
In this note, we present some results for the joint distributions of the surplus immediately before and after ruin under a risk process in which the claim inter-arrival distribution is an Erlang(2) distribution.
Keywords
Ruin probability , The joint distribution of surplus immediately before ruin and the deficit at ruin , Erlang(2) process
Journal title
Insurance Mathematics and Economics
Serial Year
2004
Journal title
Insurance Mathematics and Economics
Record number
1542735
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