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- W2393669113 abstract "In this paper the joint distribution of the time of ruin,the surplus immediately before ruin,and the deficit at ruin is discussed in the compound binomial model.The exact expression of this joint distribution is derived when the initial surplus is zero.The defective renewal equation and the asymptotic formula of this joint distribution are also acquired for sufficiently large initial surplus.Furthermore,the renewal equation and asymptotic formula of the distribution of the amount of the claim causing ruin are obtained." @default.
- W2393669113 created "2016-06-24" @default.
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- W2393669113 date "2006-01-01" @default.
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- W2393669113 title "The renewal equations and asymptotic formulas in the compound binomial model" @default.
- W2393669113 hasPublicationYear "2006" @default.
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