“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang,January 2003 |
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| Authors: | Hans U Gerber ASA PhD Elias S W Shiu ASA PhD |
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| Institution: | 1. Ecole des hautes études commerciales , Université de Lausanne , CH-1015 Lausanne , Switzerland;2. Department of Applied Mathematics , Hong Kong Polytechnic University , Hung Hom, Hong Kong;3. Department of Statistics and Actuarial Science , University of Iowa , Iowa City , IA 52242-1409 |
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