Article ID Journal Published Year Pages File Type
9552835 Insurance: Mathematics and Economics 2005 10 Pages PDF
Abstract
We consider the classical risk process with constant interest force. We derive the explicit expression for the joint distribution of three actuarial diagnostics: the time of ruin, the surplus immediately before ruin and the deficit at ruin.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On a joint distribution for the risk process with constant interest force
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