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North American Actuarial Journal Volume 11, 2007 - Issue 3
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“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007

Bangwon Ko Department of Statistics and Actuarial Science, University of Iowa, Iowa City, IA 52242-1409
Pages 136-137 | Published online: 02 Jan 2013

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Shuanming Li. (2008) “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007. North American Actuarial Journal 12:2, pages 208-210.
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Articles from other publishers (5)

Yujuan Huang & Wenguang Yu. (2014) The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier. Mathematical Problems in Engineering 2014, pages 1-7.
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Lanpeng Ji & Chunsheng Zhang. (2010) The Gerber–Shiu penalty functions for two classes of renewal risk processes. Journal of Computational and Applied Mathematics 233:10, pages 2575-2589.
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Min Song, Qingbin Meng, Rong Wu & Jiandong Ren. (2010) The Gerber–Shiu discounted penalty function in the risk process with phase-type interclaim times. Applied Mathematics and Computation 216:2, pages 523-531.
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Runhuan Feng. (2009) On the total operating costs up to default in a renewal risk model. Insurance: Mathematics and Economics 45:2, pages 305-314.
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Jiandong Ren. (2009) A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model. Statistics & Probability Letters 79:3, pages 324-330.
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