The expected discounted penalty at ruin in the risk process with random income

Stochastic Processes for Insurance and Finance

Larry Y. Tzeng, Volker Schmidt, Hanspeter Schmidli et al. · Journal of Risk & Insurance · 2001 · 863 citations

Business, Finance, Insurance +12

On the Time Value of Ruin

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 1998 · 793 citations

Social Sciences, Economics, Finance +16

Stochastic Processes for Insurance and Finance

Hans Bühlmann, Tomasz Rolski, Hanspeter Schmidli et al. · Journal of the American Statistical Association · 2000 · 364 citations

Business, Finance, Insurance +12

Analysis of a defective renewal equation arising in ruin theory

X. Sheldon Lin, Gordon E. Willmot · Insurance Mathematics and Economics · 1999 · 161 citations

Natural Sciences, Finance, Differential Equations +7

The surpluses immediately before and at ruin, and the amount of the claim causing ruin

François Dufresne, Hans U. Gerber · Insurance Mathematics and Economics · 1988 · 111 citations

Law, Economics, Damages +2