de Vylder, Fl. A new proof for a known result in risk theory. (English) Zbl 0372.60122 J. Comput. Appl. Math. 3, 277-279 (1977). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 Documents MSC: 60K10 Applications of renewal theory (reliability, demand theory, etc.) PDFBibTeX XMLCite \textit{Fl. de Vylder}, J. Comput. Appl. Math. 3, 277--279 (1977; Zbl 0372.60122) Full Text: DOI References: [1] DE VYLDER, Fl. (to be published): “Martingales and ruin in a dynamical risk process”. Scandinavian Actuarial Journal.; DE VYLDER, Fl. (to be published): “Martingales and ruin in a dynamical risk process”. Scandinavian Actuarial Journal. · Zbl 0389.62080 [2] Takacs, L., Combinatorial methods in the theory of stochastic processes (1967), Wiley · Zbl 0162.21303 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.