The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model

By Jiandong Ren. 2007

50 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/35de067a3528575512c659b153990bffccbce248

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Eric C. K. Cheung
2. Andrei L. Badescu
3. David Landriault

In Management Science and Operations Research

1. Eric C. K. Cheung
2. Andrei L. Badescu
3. David Landriault
4. Hansjörg Albrecher *

In Statistics and Probability

1. Eric C. K. Cheung
2. Andrei L. Badescu
3. David Landriault

Citations in the corpus

• Dependent Risk Models with Bivariate Phase-Type Distributions (2009, methodology): “(35) Equation (35), together with the boundary condition (33), yields (23).”