35
Views
7
CrossRef citations to date
0
Altmetric
Discussions of Papers Already Published

“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007

Pages 210-212 | Published online: 28 Dec 2012

References

  • Albrecher , Hansjörg and Boxma , Onno . 2005 . On the Discounted Penalty Function in a Markov-Dependent Risk Model . Insurance: Mathematics and Economics , 37 : 650 – 672 .
  • De Smit , J. 1983 . The Queue GI/M/s with Customers of Different Types or the Queue GI/Hm/s . Advances in Applied Probability , 15 : 392 – 419 .
  • Li , Shuanming and Lu , Yi . 2008 . The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model . ASTIN Bulletin , forthcoming
  • Neuts , Marcel . 1979 . A Versatile Markovian Point Process . Journal of Applied Probability , 16 ( 4 ) : 764 – 79 .
  • Ng , Andrew C. Y. and Yang , Hailiang . 2006 . On the Joint Distribution of Surplus before and after Ruin under a Markovian Regime Switching Model . Stochastic Processes and Their Applications , 116 : 244 – 66 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.