par Reinhard, Jean-Marie 
;Snoussi, Mohammed
Référence Stochastic models, 18, 1, page (85-107)
Publication Publié, 2002
;Snoussi, Mohammed Référence Stochastic models, 18, 1, page (85-107)
Publication Publié, 2002
Article révisé par les pairs
| Résumé : | The severity of ruin in a discrete semi-Markov risk model is studied. A recursive system for finding the probability of ruin and the distribution of the severity of ruin in a particular case where the annual result may be positive only in years beginning in some given state is derived. An algorithm to calculate the distribution of the severity of ruin is also presented. |
