×

“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 1084.60546


MSC:

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

Citations:

Zbl 1084.60544
PDF BibTeX XML Cite
Full Text: DOI

References:

[1] Butzer Paul L., Semi-groups of operators and approximation (1967) · Zbl 0164.43702
[2] Cox D. R., Queues (1961)
[3] Dickson David C. M., Insurance: Mathematics & Economics 29 pp 333– (2001) · Zbl 1074.91549
[4] Freeman H., Finite Differences for Actuarial Students (1960) · Zbl 0093.16402
[5] Gerber Hans U., North American Actuarial Journal 2 (1) pp 48– (1998) · Zbl 1081.60550
[6] Gerber Hans U., North American Actuarial Journal 7 (3) pp 117– (2003) · Zbl 1084.60545
[7] Hille E., Functional analysis and semi-group (1957)
[8] Li Shuanming, North American Actuarial Journal 7 (3) pp 119– (2003) · Zbl 1084.60547
[9] Lin X. Sheldon, North American Actuarial Journal 7 (3) pp 122– (2003) · Zbl 1084.60548
[10] Shiu Elias S. W., Actuarial Research Clearing House pp 13– (1983)
[11] Spiegel M. R., Schaum’s Outline of Theory and Problems of Laplace Transforms (1965)
[12] Steffensen J. F., Interpolation, 2. ed. (1950)
[13] Willmot Gordon E., Journal of Applied Probability 36 pp 570– (1999) · Zbl 0942.60086
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.