Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
David Landriault; Tianxiang Shi; Gordon E. Willmot
| Year of publication: |
2011
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|---|---|
| Authors: | Landriault, David ; Shi, Tianxiang ; Willmot, Gordon E. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 371-379
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| Subject: | Risikomodell | Risk model | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009404703