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- W2170800596 abstract "Assuming the compound Poisson risk process with constant interest force, we consider the process as continuing if ruin occurs. We introduce the renewal measure of the defective renewal sequence constituted by the zero points of the surplus process. The density functions of this renewal measure and the first-hitting time of the zero point are derived. By these density functions together with the strong Markov property of the surplus process, we obtain the explicit expression for the total duration of negative surplus." @default.
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- W2170800596 date "2007-11-01" @default.
- W2170800596 modified "2023-10-16" @default.
- W2170800596 title "Total Duration of Negative Surplus for the Risk Process with Constant Interest Force" @default.
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- W2170800596 doi "https://doi.org/10.1080/07362990701568213" @default.
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