On a joint distribution for the risk process with constant interest force [An article from: Insurance Mathematics and Economics]

This digital document is a journal article from Insurance Mathematics and Economics, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

Description:
We consider the classical risk process with constant interest force. We derive the explicit expression for the joint distribution of three actuarial diagnostics: the time of ruin, the surplus immediately before ruin and the deficit at ruin.