On ruin for the Erlang(n) risk process

On the Time Value of Ruin

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 1998 · 791 citations

On the time to ruin for Erlang(2) risk processes

David Dickson, Christian Hipp · Insurance Mathematics and Economics · 2001 · 274 citations · Full text

Reliability Engineering, Engineering, Risk Management +7

The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Hans U. Gerber, Elias S. W. Shiu · Insurance Mathematics and Economics · 1997 · 212 citations

Economics, Public Finance, Business +3

Analysis of a defective renewal equation arising in ruin theory

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

Ruin Theory

The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

X. Sheldon Lin, Gordon E. Willmot · Insurance Mathematics and Economics · 2000 · 159 citations

Economics, Fiscal Issue, Balance Of Payment +5