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Insurance Mathematics and Economics
Article . 2004 . Peer-reviewed
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On the distribution of surplus immediately after ruin under interest force and subexponential claims

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 2004 English Publisher:Elsevier BVJournal:Insurance: Mathematics and Economics, volume 35, pages 703-714 (issn: 0167-6687, Copyright policy )
Authors: Wang, H; Wang, R; Yang, H;

doi: 10.1016/j.insmatheco.2004.07.002

handle: 10722/82823

On the distribution of surplus immediately after ruin under interest force and subexponential claims

Abstract

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Keywords

Subexponential distribution, Applications of queueing theory (congestion, allocation, storage, traffic, etc.), Laplace transform, Risk theory, insurance, Surplus immediately after ruin, 338, Compound Poisson model, Integral equation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
11
Average
Top 10%
Average
Related to Research communities
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