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	On the distribution of surplus immediately after ruin under interest force
	Yang, HL ; Zhang, LH
	2001
关键词	severity of ruin compound Poisson model interest force integral equations
英文摘要	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. (C) 2001 Elsevier Science B.V All rights reserved.; Economics; Mathematics, Interdisciplinary Applications; Social Sciences, Mathematical Methods; Statistics & Probability; SCI(E); SSCI; 14; ARTICLE; 2; 247-255; 29
语种	英语
出处	SCI
出版者	insurance mathematics economics
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/258048]
专题	数学科学学院
推荐引用方式 GB/T 7714	Yang, HL,Zhang, LH. On the distribution of surplus immediately after ruin under interest force. 2001-01-01.

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