2009•Unpublished venueRequires access

Discussion of "ON THE JOINT DISTRIBUTIONS OF THE TIME TO RUIN, THE SURPLUS PRIOR TO RUIN, AND THE DEFICIT AT RUIN IN THE CLASSICAL RISK MODEL"

David Dickson

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Key concepts: Ruin theory, First-hitting-time model, Risk model, Economics, Mathematics, Mathematical economics, Statistics

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Discussion of "ON THE JOINT DISTRIBUTIONS OF THE TIME TO RUIN, THE SURPLUS PRIOR TO RUIN, AND THE DEFICIT AT RUIN IN THE CLASSICAL RISK MODEL" — Research Paper | ScholarLens