A note on ruin problems in perturbed classical risk models. Liu, P., Zhang, C., & Ji, L. Statistics & Probability Letters, 120:28–33, January, 2017.
A note on ruin problems in perturbed classical risk models [link]Paper  doi  abstract   bibtex   
In this short note, we derive explicit formulas for the joint densities of the time to ruin and the number of claims until ruin in perturbed classical risk models, by constructing several auxiliary random processes.
@article{liu_note_2017,
	title = {A note on ruin problems in perturbed classical risk models},
	volume = {120},
	issn = {0167-7152},
	url = {http://www.sciencedirect.com/science/article/pii/S0167715216301778},
	doi = {10.1016/j.spl.2016.09.013},
	abstract = {In this short note, we derive explicit formulas for the joint densities of the time to ruin and the number of claims until ruin in perturbed classical risk models, by constructing several auxiliary random processes.},
	urldate = {2018-01-11TZ},
	journal = {Statistics \& Probability Letters},
	author = {Liu, Peng and Zhang, Chunsheng and Ji, Lanpeng},
	month = jan,
	year = {2017},
	pages = {28--33}
}

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