On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model

J.M. Reinhard, and M. Snoussi

ASTIN Bulletin, 2001, vol. 31, issue 2, 255-273

Abstract: In this paper we extend the work of Reinhard and Snoussi (2000) by developing a recursive system for finding the distribution of the surplus prior to ruin in a discrete semi-Markov risk model.

Date: 2001
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