Title of article
On the distribution of surplus immediately after ruin under interest force
Author/Authors
Yang، نويسنده , , Hailiang and Zhang، نويسنده , , Lihong، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
9
From page
247
To page
255
Abstract
In this paper, we consider the problem of the severity of ruin for a compound Poisson model with a constant interest rate. By using the techniques of Sundt and Teugels [Ins.: Math. Econ. 16 (1995) 7], equations satisfied by the distributions of surplus immediately after ruin have been obtained. Some special cases are also discussed.
Keywords
integral equations , Severity of ruin , Compound Poisson model , Interest force
Journal title
Insurance Mathematics and Economics
Serial Year
2001
Journal title
Insurance Mathematics and Economics
Record number
1542425
Link To Document