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Article: On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes

TitleOn the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes
Authors
KeywordsErlang(2) process
Ruin probability
The joint distribution of surplus immediately before ruin and the deficit at ruin
Issue Date2004
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime
Citation
Insurance: Mathematics And Economics, 2004, v. 34 n. 1, p. 121-125 How to Cite?
AbstractIn this note, we present some results for the joint distributions of the surplus immediately before and after ruin under a risk process in which the claim inter-arrival distribution is an Erlang(2) distribution. © 2003 Elsevier B.V. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/83021
ISSN
2015 Impact Factor: 1.378
2015 SCImago Journal Rankings: 1.000
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorSun, Len_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-09-06T08:36:02Z-
dc.date.available2010-09-06T08:36:02Z-
dc.date.issued2004en_HK
dc.identifier.citationInsurance: Mathematics And Economics, 2004, v. 34 n. 1, p. 121-125en_HK
dc.identifier.issn0167-6687en_HK
dc.identifier.urihttp://hdl.handle.net/10722/83021-
dc.description.abstractIn this note, we present some results for the joint distributions of the surplus immediately before and after ruin under a risk process in which the claim inter-arrival distribution is an Erlang(2) distribution. © 2003 Elsevier B.V. All rights reserved.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.rightsInsurance: Mathematics and Economics . Copyright © Elsevier BV.en_HK
dc.subjectErlang(2) processen_HK
dc.subjectRuin probabilityen_HK
dc.subjectThe joint distribution of surplus immediately before ruin and the deficit at ruinen_HK
dc.titleOn the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processesen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0167-6687&volume=34&issue=1&spage=121&epage=125&date=2004&atitle=On+the+joint+distributions+of+surplus+immediately+before+ruin+and+the+deficit+at+ruin+for+Erlang(2)+risk+processesen_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/j.insmatheco.2003.10.001en_HK
dc.identifier.scopuseid_2-s2.0-0842325242en_HK
dc.identifier.hkuros88765en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0842325242&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume34en_HK
dc.identifier.issue1en_HK
dc.identifier.spage121en_HK
dc.identifier.epage125en_HK
dc.identifier.isiWOS:000189227500008-
dc.publisher.placeNetherlandsen_HK
dc.identifier.scopusauthoridSun, L=15119537800en_HK
dc.identifier.scopusauthoridYang, H=7406559537en_HK

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