caa a22 4500 388071087 CHVBK 20180307125148.0 cr unu---uuuuu 161130e199911 xx s 000 0 eng 10.2143/AST.29.2.504613 doi S0515036100012563 pii (NATIONALLICENCE)cambridge-10.2143/AST.29.2.504613 Schmidli Hanspeter Department of Theoretical Statistics, Aarhus University On the Distribution of the Surplus Prior and at Ruin [Elektronische Daten] [Hanspeter Schmidli] Consider a classical compound Poisson model. The safety loading can be positive, negative or zero. Explicit expressions for the distributions of the surplus prior and at ruin are given in terms of the ruin probability. Moreover, the asymptotic behaviour of these distributions as the initial capital tends to infinity are obtained. In particular, for positive safety loading the Cramer case, the case of subexponential distributions and some intermediate cases are discussed. Copyright © International Actuarial Association 1999 Ruin nationallicence asymptotic distribution nationallicence change of measure nationallicence Laplace transform nationallicence subexponential distribution nationallicence Cramer condition nationallicence generalized Pareto distribution nationallicence maximum domain of attraction nationallicence Gumbel distribution nationallicence ASTIN Bulletin Cambridge University Press 29/2(1999-11), 227-244 0515-0361 29:2<227 1999 29 ASB https://doi.org/10.2143/AST.29.2.504613 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2143/AST.29.2.504613 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Schmidli Hanspeter Department of Theoretical Statistics, Aarhus University NATIONALLICENCE 773 0- ASTIN Bulletin Cambridge University Press 29/2(1999-11), 227-244 0515-0361 29:2<227 1999 29 ASB CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge