Dickson, David C.M.Reis, Alfredo D. Egídio dos2022-06-032022-06-031995Dickson, 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.http://hdl.handle.net/10400.5/24479In 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.engRuin TheoryNegative SurplusSeverity of RuinFailure RateRecursive Calculationworking paper