Journal of Mathematical Finance

Vol.7 No.3(2017), Paper ID 77677, 9 pages

DOI:10.4236/jmf.2017.73032

 

The Distribution of the Time of Ruin, the Surplus Immediately before Ruin and Deficit at Ruin under Two Sided Risk Renewal Process

 

Joseph Justin Rebello, K. K. Thampi

 

Department of Statistics, AC, Mahatma Gandhi University, Kerala, India
Department of Statistics, SNMC, Mahatma Gandhi University, Kerala, India

 

Copyright © 2017 Joseph Justin Rebello, K. K. Thampi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Rebello, J. and Thampi, K. (2017) The Distribution of the Time of Ruin, the Surplus Immediately before Ruin and Deficit at Ruin under Two Sided Risk Renewal Process. Journal of Mathematical Finance, 7, 624-632. doi: 10.4236/jmf.2017.73032.

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