On the distribution of surplus immediately after ruin under interest force

In this paper, we consider the problem of the severity of ruin for a compound Poisson model with a constant interest rate. By using the techniques of Sundt and Teugels [Ins.: Math. Econ. 16 (1995) 7], equations satisfied by the distributions of surplus immediately after ruin have been obtained. Some special cases are also discussed. © 2001 Elsevier Science B.V.link_to_subscribed_fulltex