The ruin time under the Sparre-Andersen dual model
Year of publication: |
2014
|
---|---|
Authors: | Yang, Chen ; Sendova, Kristina P. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 54.2014, p. 28-40
|
Subject: | Generalized Erlang-nn innovation times | Generalized Lundberg’s equation | Laplace transform | Multiple roots | Sparre-Andersen dual risk model | Theorie | Theory | Risiko | Risk | Innovation | Risikomodell | Risk model |
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