On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times
Wing Yan Lee; Gordon E. Willmot
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Wing Yan ; Willmot, Gordon E. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 1-10
|
| Subject: | Time to ruin | Moment | Defective renewal equation | Laplace transform | Coxian interclaim time | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Risikomodell | Risk model | Zeit | Time | Zeitökonomie | Economy of time | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| 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/10010469196