Publicação
On the distribution of the duration of negative surplus
| dc.contributor.author | Dickson, David C.M. | |
| dc.contributor.author | Reis, Alfredo D. Egídio dos | |
| dc.date.accessioned | 2022-06-03T10:50:58Z | |
| dc.date.available | 2022-06-03T10:50:58Z | |
| dc.date.issued | 1995 | |
| dc.description.abstract | In the classical risk model we allow the surplus process to continue if the surplus falls below zero. We consider the distributions of the duration of a single period of negative surplus and of the total duration of negative surplus. We derive explicit results where possible and show how to approximate these distributions. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Dickson, David C.M. and Alfredo D. Egídio dos Reis. (1995) "On the distribution of the duration of negative surplus." The University of Melboume : Centre for Actuarial Studies - Department of Economics. Research Paper Series Nº17/ 1995: pp. 1-19. | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/24479 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | The University of Melboume | pt_PT |
| dc.relation.ispartofseries | Centre for Actuarial Studies - Department of Economics. Research Paper Series Nº17/ 1995: pp. 1-19.; | |
| dc.subject | Ruin Theory | pt_PT |
| dc.subject | Negative Surplus | pt_PT |
| dc.subject | Severity of Ruin | pt_PT |
| dc.subject | Failure Rate | pt_PT |
| dc.subject | Recursive Calculation | pt_PT |
| dc.title | On the distribution of the duration of negative surplus | pt_PT |
| dc.type | working paper | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | workingPaper | pt_PT |