On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (English) Zbl 1054.60017

Sun, Lijuan; Yang, Hailiang

Insur. Math. Econ. 34, No. 1, 121-125 (2004).

Summary: We present some results for the joint distributions of the surplus immediately before and after ruin under a risk process in which the claim inter-arrival distribution is an Erlang(2) distribution.

MSC:

60E05	Probability distributions: general theory
91B30	Risk theory, insurance (MSC2010)

Keywords:

Erlang(2) process; Ruin probability; The joint distribution of surplus immediately before ruin and the deficit at ruin

References:

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