Abstract
In this paper, we consider a compound Poisson model with a constant interest force for an insurance portfolio. We
investigate the distribution of surplus process immediately before ruin in particular. Equations satis2ed by the distributions
of surplus immediately before ruin and their Laplace transform have been obtained. Some special cases are also discussed
and Lundberg-type bounds are presented. c 2001 Elsevier Science B.V. All rights reserved
investigate the distribution of surplus process immediately before ruin in particular. Equations satis2ed by the distributions
of surplus immediately before ruin and their Laplace transform have been obtained. Some special cases are also discussed
and Lundberg-type bounds are presented. c 2001 Elsevier Science B.V. All rights reserved
| Original language | English |
|---|---|
| Pages (from-to) | 329-338 |
| Journal | Statistics and Probability Letters |
| Volume | 55 |
| Issue number | 3 |
| Publication status | Published - 2001 |
| Externally published | Yes |