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

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.


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


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