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
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
Journal title :
Insurance Mathematics and Economics
