On the distribution of surplus immediately after ruin under interest force | |
Yang, HL ; Zhang, LH | |
2001 | |
关键词 | severity of ruin compound Poisson model interest force integral equations |
英文摘要 | 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. (C) 2001 Elsevier Science B.V All rights reserved.; Economics; Mathematics, Interdisciplinary Applications; Social Sciences, Mathematical Methods; Statistics & Probability; SCI(E); SSCI; 14; ARTICLE; 2; 247-255; 29 |
语种 | 英语 |
出处 | SCI |
出版者 | insurance mathematics economics |
内容类型 | 其他 |
源URL | [http://hdl.handle.net/20.500.11897/258048] |
专题 | 数学科学学院 |
推荐引用方式 GB/T 7714 | Yang, HL,Zhang, LH. On the distribution of surplus immediately after ruin under interest force. 2001-01-01. |
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