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Article: On the distribution of surplus immediately after ruin under interest force

TitleOn the distribution of surplus immediately after ruin under interest force
Authors
KeywordsCompound Poisson model
Integral equations
Interest force
Severity of ruin
Issue Date2001
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime
Citation
Insurance: Mathematics And Economics, 2001, v. 29 n. 2, p. 247-255 How to Cite?
AbstractIn this paper, we consider the problem of the severity of ruin for a compound Poisson model with a constant interest rate. By using the techniques of Sundt and Teugels [Ins.: Math. Econ. 16 (1995) 7], equations satisfied by the distributions of surplus immediately after ruin have been obtained. Some special cases are also discussed. © 2001 Elsevier Science B.V.
Persistent Identifierhttp://hdl.handle.net/10722/82933
ISSN
2015 Impact Factor: 1.378
2015 SCImago Journal Rankings: 1.000
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorYang, Hen_HK
dc.contributor.authorZhang, Len_HK
dc.date.accessioned2010-09-06T08:35:03Z-
dc.date.available2010-09-06T08:35:03Z-
dc.date.issued2001en_HK
dc.identifier.citationInsurance: Mathematics And Economics, 2001, v. 29 n. 2, p. 247-255en_HK
dc.identifier.issn0167-6687en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82933-
dc.description.abstractIn this paper, we consider the problem of the severity of ruin for a compound Poisson model with a constant interest rate. By using the techniques of Sundt and Teugels [Ins.: Math. Econ. 16 (1995) 7], equations satisfied by the distributions of surplus immediately after ruin have been obtained. Some special cases are also discussed. © 2001 Elsevier Science B.V.en_HK
dc.languageengen_HK
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/imeen_HK
dc.relation.ispartofInsurance: Mathematics and Economicsen_HK
dc.subjectCompound Poisson modelen_HK
dc.subjectIntegral equationsen_HK
dc.subjectInterest forceen_HK
dc.subjectSeverity of ruinen_HK
dc.titleOn the distribution of surplus immediately after ruin under interest forceen_HK
dc.typeArticleen_HK
dc.identifier.emailYang, H: hlyang@hku.hken_HK
dc.identifier.authorityYang, H=rp00826en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/S0167-6687(01)00085-3en_HK
dc.identifier.scopuseid_2-s2.0-0009935177en_HK
dc.identifier.hkuros65331en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0009935177&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume29en_HK
dc.identifier.issue2en_HK
dc.identifier.spage247en_HK
dc.identifier.epage255en_HK
dc.identifier.isiWOS:000171892100005-
dc.publisher.placeNetherlandsen_HK
dc.identifier.scopusauthoridYang, H=7406559537en_HK
dc.identifier.scopusauthoridZhang, L=36062387100en_HK

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