On the Time Value of Ruin

Article Properties
Cite
Gerber, Hans U., and Elias S.W. Shiu. “On the Time Value of Ruin”. North American Actuarial Journal, vol. 2, no. 1, 1998, pp. 48-72, https://doi.org/10.1080/10920277.1998.10595671.
Gerber, H. U., & Shiu, E. S. (1998). On the Time Value of Ruin. North American Actuarial Journal, 2(1), 48-72. https://doi.org/10.1080/10920277.1998.10595671
Gerber, Hans U., and Elias S.W. Shiu. “On the Time Value of Ruin”. North American Actuarial Journal 2, no. 1 (1998): 48-72. https://doi.org/10.1080/10920277.1998.10595671.
Gerber HU, Shiu ES. On the Time Value of Ruin. North American Actuarial Journal. 1998;2(1):48-72.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
10.1016/S0167-6687(97)00027-9 Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 1997
Ruin problems and dual events Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 13 1994
How long is the surplus below zero? Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 61 1993
On the distribution of the surplus prior to ruin Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 61 1992
Mathematical fun with ruin theory Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 38 1988
Citations
Title Journal Journal Categories Citations Publication Date
Some mathematical properties of the premium function and ruin probability of a generalized Cramér–Lundberg model driven by mixed poisson processes Japan Journal of Industrial and Applied Mathematics
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
 2024
Gerber-Shiu theory for discrete risk processes in a regime switching environment Applied Mathematics and Computation
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2024
The role of direct capital cash transfers towards poverty and extreme poverty alleviation - an omega risk process Scandinavian Actuarial Journal
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Sociology (General)
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
On a Perturbed Risk Model with Time-Dependent Claim Sizes

 Journal of Mathematics
  • Science: Mathematics
  • Science: Mathematics
 2024
Ruin Probability of Dependent Risk Model with Stochastic Premiums and Threshold Divided under Exponential Claims Pure Mathematics 2024
Citations Analysis
Category Category Repetition
Science: Mathematics431
Science: Mathematics: Probabilities. Mathematical statistics318
Social Sciences: Economic theory. Demography: Economics as a science227
Social Sciences: Commerce: Business217
Social Sciences: Statistics210
Social Sciences: Finance80
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods76
Social Sciences: Sociology (General)43
Technology: Manufactures: Production management. Operations management24
Technology: Engineering (General). Civil engineering (General)23
Social Sciences: Finance: Insurance14
Science: Mathematics: Instruments and machines: Electronic computers. Computer science5
Science: Science (General)5
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics3
Social Sciences: Commerce: Business: Personnel management. Employment management3
Technology: Technology (General): Industrial engineering. Management engineering: Information technology3
Technology: Mechanical engineering and machinery2
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks2
Technology: Technology (General): Industrial engineering. Management engineering1
Science: Physics1
Social Sciences: Industries. Land use. Labor: Management. Industrial management1
The category Science: Mathematics 431 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin and was published in 1997. The most recent citation comes from a 2024 study titled Some mathematical properties of the premium function and ruin probability of a generalized Cramér–Lundberg model driven by mixed poisson processes. This article reached its peak citation in 2010, with 44 citations. It has been cited in 109 different journals, 10% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 129 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year