References
- De Vylder , F. and Goovaerts , M. J. 1988 . Recursive Calculation of Finite-Time Ruin Probabilities . Insurance: Mathematics and Economics , 7 : 1 – 7 .
- Dickson , D. C. M. 2005 . Insurance Risk and Ruin , New York : Cambridge University Press .
- Dickson , D. C. M. , Hughes , B. and Zhang , L. 2005 . The Density of the Time to Ruin for a Sparre Andersen Process with Erlang Arrivals and Exponential Claims . Scandinavian Actuarial Journal , 105 : 358 – 76 .
- Drekic , Steven and Willmot , Gordon E. 2003 . On the Density and Moments of the Time of Ruin with Exponential Claims . ASTIN Bulletin , 33 : 11 – 21 .
- Dufresne , Daniel . 2001 . On a General Class of Risk Models . Australian Actuarial Journal , 7 ( 4 ) : 755 – 91 .
- Li , Shaunming . 2005a . On a Class of Discrete Time Renewal Risk Models . Scandinavian Actuarial Journal , 105 : 271 – 84 .
- Li , Shaunming . 2005b . Distributions of the Surplus before Ruin, the Deficit at Ruin and the Claim Causing Ruin in a Class of Discrete Time Risk Model . Scandinavian Actuarial Journal , 105 : 241 – 60 .
- Pavlova , Kristina P. and Willmot , Gordon E. 2004 . The Discrete Stationary Renewal Risk Model and the Gerber-Shiu Discounted Penalty Function . Insurance: Mathematics and Economics , 35 : 267 – 77 .
- Rolski , Tomasz , Schmidli , Hanspeter , Schmidt , Volker and Teugels , Jozef . 1999 . Stochastic Processes for Insurance and Finance , New York : John Wiley & Sons .
- Segeradhl , Carl Otto . 1955 . When Does Ruin Occur in the Collective Theory of Risk? . Skan-dinavisk Aktuarietidskrift , 37 : 22 – 36 .