Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model

Andrew Ng, Hailiang Yang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model'. Together they form a unique fingerprint.

Mathematics