论文信息 - On the time to ruin for Erlang(2) risk processes - 字舞流文

On the time to ruin for Erlang(2) risk processes

D. Dickson | C. Hipp

[1] Hans U. Gerber,et al. An introduction to mathematical risk theory , 1982 .

[2] D. Dickson,et al. Exact solutions for ruin probability in the presence of an absorbing upper barrier , 1984 .

[3] H. Gerber,et al. On the Time Value of Ruin , 1997 .

[4] Hans U. Gerber,et al. On the discounted penalty at ruin in a jump-diffusion and the perpetual put option , 1998 .

[5] D. Dickson,et al. Ruin probabilities for Erlang(2) risk processes , 1998 .

[6] Gordon E. Willmot,et al. Analysis of a defective renewal equation arising in ruin theory , 1999 .

[7] G. Willmot. A laplace transform representation in a class of renewal queueing and risk processes , 1999, Journal of Applied Probability.

[8] Gordon E. Willmot,et al. The moments of the time of ruin, the surplus before ruin, and the deficit at ruin , 2000 .

[9] D. Dickson,et al. Ruin Problems for Phase-Type(2) Risk Processes , 2000 .