REFERENCES
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- Asmussen, S., and H. Albrecher. 2000. Ruin probabilities. Singapore: World Scientific.
- Dufresne, F., and H. U. Gerber. 1988a. The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. Insurance: Mathematics and Economics 7(2): 75–80.
- Dufresne, F., and H. U. Gerber. 1988b. The surpluses immediately before and at ruin, and the amount of the claim causing ruin. Insurance: Mathematics and Economics 7(3): 193–9.
- Gerber, H. U., M. J. Goovaerts, and R. Kaas. 1987. On the probability and severity of ruin. ASTIN Bulletin 17(2): 151–63.
- Gerber, H. U., and E. S. W. Shiu. 1998. On the time value of ruin. North American Actuarial Journal 2(1): 48–72; Discussions 72–78.