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North American Actuarial Journal Volume 12, 2008 - Issue 2
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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

Andrei L. Badescu PhD Department of Statistics, University of Toronto, Toronto, Ontario M5S 3G3, Canada
Pages 210-212 | Published online: 28 Dec 2012

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Read on this site (2)

Jiandong Ren. (2009) “The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008. North American Actuarial Journal 13:1, pages 155-156.
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Shuanming Li. (2008) “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008. North American Actuarial Journal 12:4, pages 443-445.
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Articles from other publishers (5)

Apostolos D. Papaioannou & Lewis Ramsden. (2022) Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model. Risks 11:1, pages 1.
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Hua Dong & Xiang-hua Zhao. (2015) Total duration of negative surplus for a MAP risk model. Applied Mathematics-A Journal of Chinese Universities 30:4, pages 397-406.
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Jianhua Cheng & Dehui Wang. (2013) On a perturbed MAP risk model under a threshold dividend strategy. Journal of the Korean Statistical Society 42:4, pages 543-564.
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Eric C.K. Cheung & Runhuan Feng. (2013) A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Insurance: Mathematics and Economics 53:1, pages 98-109.
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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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