The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models
| Year of publication: |
2004
|
|---|---|
| Authors: | Dickson, David C. M. ; Drekic, Steve |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 34.2004, 1, p. 97-107
|
| Publisher: |
Elsevier |