On the Time Value of Ruin

Bowers N.L., 1997, Actuarial Mathematics, 2

Bühlmann H., 1970, Mathematical Methods in Risk Theory

De Vylder F.E., 1996, Advanced Risk Theory: A Self-Contained Introduction

Dickson D.C.M., 1992, Insurance: Mathematics and Economics, 11, 191, 10.1016/0167-6687(92)90026-8

Dickson D.C.M., 1994, Insurance: Mathematics and Economics, 14, 51, 10.1016/0167-6687(94)00005-0

Dufresne F., 1988, Insurance: Mathematics and Economics, 7, 193, 10.1016/0167-6687(88)90076-5

Egídio dos Reis A.D., 1993, Insurance: Mathematics and Economics, 12, 23, 10.1016/0167-6687(93)90996-3

Feller W., 1971, An Introduction to Probability Theory and Its Applications, 2

Gerber H.U., 1979, S.S. Huebner Foundation Monograph Series No. 8

Gerber H.U., 1988, Insurance: Mathematics and Economics, 7, 15, 10.1016/0167-6687(88)90091-1

Gerber H.U., 1997, Actuarial Research Clearing House, 1, 145

Gerber H.U., 1997, Joint Day Proceedings Volume of the XXVIIIth International ASTIN Colloquium/7th International AFIR Colloquium, 157

Gerber H.U., 1997, Insurance: Mathematics and Economics, 21, 129, 10.1016/S0167-6687(97)00027-9

Kendall D.G., 1957, Journal of the Royal Statistical Society, 19, 207, 10.1111/j.2517-6161.1957.tb00257.x

Lundberg F., 1932, Skandinavisk Aktuarietidskrift, 15, 137

Prabhu N.U., 1961, Annals of Mathematical Statistics, 32, 757, 10.1214/aoms/1177704970

Resnick S.I., 1992, Adventures in Stochastic Processes

Seah E.S., 1990, Transactions of the Society of Actuaries, 421

Seal H.L., 1969, Stochastic Theory of a Risk Business

Segerdahl C.-O., 1970, Skandinavisk Aktuarietidskrift, 53, 167

Spiegel M.R., 1965, Schaum’s Outline of Theory and Problems of Laplace Transforms