The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
Year of publication: |
2003 ; [Elektronische Ressource]
|
---|---|
Other Persons: | Dickson, David C. M. (contributor) ; Hughes, Barry D. (contributor) ; Lianzeng, Zhang (contributor) |
Institutions: | Centre for Actuarial Studies (contributor) |
Publisher: |
Parkville, Victoria : Centre for Actuarial Studies, Dep. of Economics, Univ. of Melbourne |
Subject: | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics |
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