On the distribution of surplus immediately after ruin under interest force

Hailiang Yang; Lihong Zhang

doi:10.1016/S0167-6687

On the distribution of surplus immediately after ruin under interest force

Hailiang Yang^*, Lihong Zhang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

21 Citations (Scopus)

Abstract

In 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. All rights reserved.

Original language	English
Pages (from-to)	247-255
Journal	Insurance: Mathematics and Economics
Volume	29
Issue number	2
DOIs	https://doi.org/10.1016/S0167-6687
Publication status	Published - 2001
Externally published	Yes

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10.1016/S0167-6687

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title = "On the distribution of surplus immediately after ruin under interest force",

abstract = "In 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. {\textcopyright} 2001 Elsevier Science B.V. All rights reserved.",

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AU - Zhang, Lihong

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AB - In 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. All rights reserved.

U2 - 10.1016/S0167-6687

DO - 10.1016/S0167-6687

M3 - Article

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VL - 29

SP - 247

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JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

IS - 2

ER -

On the distribution of surplus immediately after ruin under interest force

Abstract

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