Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/167844
Authors: 
Ji, Lanpeng
Zhang, Chunsheng
Year of Publication: 
2014
Citation: 
[Journal:] Risks [ISSN:] 2227-9091 [Volume:] 2 [Year:] 2014 [Issue:] 4 [Pages:] 456-466
Abstract: 
In this article, we consider the generalized Erlang risk model and its dual model. By using a conditional measure-preserving correspondence between the two models, we derive an identity for two interesting conditional probabilities. Applications to the discounted joint density of the surplus prior to ruin and the deficit at ruin are also discussed.
Subjects: 
generalized Erlang risk model
conditional measure-preservation
the Lundberg fundamental equation
joint density
surplus prior to ruin
deficit at ruin
Persistent Identifier of the first edition: 
Creative Commons License: 
http://creativecommons.org/licenses/by/4.0/
Document Type: 
Article
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