The Time Value of Ruin in a Sparre Andersen Model

Article Properties
Cite
Gerber, Hans U., and Elias S. W. Shiu. “The Time Value of Ruin in a Sparre Andersen Model”. North American Actuarial Journal, vol. 9, no. 2, 2005, pp. 49-69, https://doi.org/10.1080/10920277.2005.10596197.
Gerber, H. U., & Shiu, E. S. W. (2005). The Time Value of Ruin in a Sparre Andersen Model. North American Actuarial Journal, 9(2), 49-69. https://doi.org/10.1080/10920277.2005.10596197
Gerber, Hans U., and Elias S. W. Shiu. “The Time Value of Ruin in a Sparre Andersen Model”. North American Actuarial Journal 9, no. 2 (2005): 49-69. https://doi.org/10.1080/10920277.2005.10596197.
Gerber HU, Shiu ESW. The Time Value of Ruin in a Sparre Andersen Model. North American Actuarial Journal. 2005;9(2):49-6.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 North American Actuarial Journal
  • Social Sciences: Finance
 6 2003
“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 North American Actuarial Journal
  • Social Sciences: Finance
 13 2003
“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 North American Actuarial Journal
  • Social Sciences: Finance
 23 2003
Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process North American Actuarial Journal
  • Social Sciences: Finance
 48 2003
On the Time Value of Ruin North American Actuarial Journal
  • Social Sciences: Finance
 576 1998
Refrences Analysis
Category Category Repetition
Social Sciences: Finance6
Social Sciences: Economic theory. Demography: Economics as a science4
Science: Mathematics2
Science: Mathematics: Probabilities. Mathematical statistics2
Social Sciences: Statistics2
Social Sciences: Commerce: Business2
The category Social Sciences: Finance 6 is the most frequently represented among the references in this article. It primarily includes studies from North American Actuarial Journal and ASTIN Bulletin. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
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
A series expansion formula of the scale matrix with applications in CUSUM analysis Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2024
The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions

 Methodology and Computing in Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2023
The Gerber-Shiu discounted penalty function: A review from practical perspectives 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
 6 2023
Citations Analysis
Category Category Repetition
Science: Mathematics151
Science: Mathematics: Probabilities. Mathematical statistics109
Social Sciences: Economic theory. Demography: Economics as a science74
Social Sciences: Commerce: Business73
Social Sciences: Statistics68
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods30
Social Sciences: Finance22
Social Sciences: Sociology (General)17
Technology: Manufactures: Production management. Operations management7
Technology: Engineering (General). Civil engineering (General)5
Social Sciences: Finance: Insurance4
Science: Science (General)3
Science: Mathematics: Instruments and machines: Electronic computers. Computer science2
Science: Physics: Acoustics. Sound1
Language and Literature: Philology. Linguistics: Communication. Mass media: Oral communication. Speech1
Science: Physics: Optics. Light1
Science: Physics1
Technology: Mechanical engineering and machinery1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
Technology: Technology (General): Industrial engineering. Management engineering1
The category Science: Mathematics 151 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled On a general class of renewal risk process: analysis of the Gerber-Shiu function and was published in 2005. 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 2009, with 19 citations. It has been cited in 52 different journals, 9% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 37 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year