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Monotonicity properties and the deficit at ruin in the Sparre Andersen model |
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| Authors: | Georgios Psarrakos Konstadinos Politis |
| Affiliation: | 1. Department of Statistics and Insurance , University of Piraeus , Piraeus, Greece gpsarr@unipi.gr;3. Department of Statistics and Insurance , University of Piraeus , Piraeus, Greece |
| Abstract: | |
| Keywords: | Probability of ruin Deficit at ruin Renewal equation DFR class IFR class IMRL class Increasing convolution ratio (ICR) class Ladder height |