On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model

REINHARD, J.M.; SNOUSSI, M.D.

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.