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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
Yang, HZhang, L
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?
DOI: http://dx.doi.org/10.1016/S0167-6687(01)00085-3
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
0167-6687
2023 Impact Factor: 1.9
2023 SCImago Journal Rankings: 1.113
ISI Accession Number ID
WOS:000171892100005
References
References in Scopus

 

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
dc.identifier.issnl0167-6687-

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