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Document Details : Title: On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model Author(s): REINHARD, J.M. , SNOUSSI, M.D. Journal: ASTIN Bulletin Volume: 31 Issue: 2 Date: November 2001 Pages: 255-273 DOI: 10.2143/AST.31.2.1005 Abstract : In this paper we extend the work of Reinhard and Snoussi (2000) by developing a recursive system for finding the distribution of the surplus prior to ruin in a discrete semi-Markov risk model. |