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

Lijuan  Sun; Hailiang Yang

doi:10.1016/j.insmatheco.2003.10.001

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

Lijuan Sun, Hailiang Yang

The University of Hong Kong

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

21 Citations (Scopus)

Abstract

In 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.

Original language	English
Pages (from-to)	121-125
Journal	Insurance: Mathematics and Economics
Volume	34
Issue number	1
DOIs	https://doi.org/10.1016/j.insmatheco.2003.10.001
Publication status	Published - 2004
Externally published	Yes

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title = "On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes",

abstract = "In 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.",

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AU - Yang, Hailiang

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AB - In 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.

U2 - 10.1016/j.insmatheco.2003.10.001

DO - 10.1016/j.insmatheco.2003.10.001

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SN - 0167-6687

VL - 34

SP - 121

EP - 125

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

IS - 1

ER -

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

Abstract

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