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“Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60545


MSC:

60K05 Renewal theory
60K10 Applications of renewal theory (reliability, demand theory, etc.)

Citations:

Zbl 1084.60544
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Full Text: DOI

References:

[1] Dickson D. C. M., North American Actuarial Journal 2 (3) pp 60– (1998) · Zbl 1081.60549
[2] Dickson D. C. M., Insurance: Mathematics & Economics 29 pp 333– (2001) · Zbl 1074.91549
[3] Ross S. M., Introduction to Probability Models, 7. ed. (2000) · Zbl 0977.60001
[4] Seal H. L., Scandinavian Actuarial Journal pp 114– (1976) · Zbl 0327.60057
[5] Willmot G. E., Insurance: Mathematics & Economics (2003)
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. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.