@Article{CMR-29-88,
author = {Xu , Huai and Tang , Ling},
title = {A Joint Density Function in the Renewal Risk Model},
journal = {Communications in Mathematical Research },
year = {2021},
volume = {29},
number = {1},
pages = {88--96},
abstract = {<p style="text-align: justify;">In this paper, we consider a general expression for $ϕ(u, x, y)$, the joint
density function of the surplus prior to ruin and the deficit at ruin when the initial
surplus is $u$. In the renewal risk model, this density function is expressed in terms
of the corresponding density function when the initial surplus is 0. In the compound
Poisson risk process with phase-type claim size, we derive an explicit expression for $ϕ(u, x, y)$. Finally, we give a numerical example to illustrate the application of these
results.</p>},
issn = {2707-8523},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/cmr/19031.html}
}