“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


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


Zbl 1084.60544
Full Text: DOI


[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)
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