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  • Search: subject:"Lagrange’s expansion theorem"
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Compound geometric tail 1 Defective renewal equation 1 Exponential distribution 1 Lagrange’s expansion theorem 1 Mixed Erlang distribution 1 Number of claims until ruin 1 Surplus prior to ruin 1 Time of ruin 1
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Landriault, David 1 Shi, Tianxiang 1 Willmot, Gordon E. 1
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Insurance: Mathematics and Economics 1
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Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
Landriault, David; Shi, Tianxiang; Willmot, Gordon E. - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 371-379
exponential claim amounts. The aim of this paper is not only to unify previous methodology through the use of Lagrange’s expansion … theorem, but also to provide insight into the nature of the series expansions by identifying the probabilistic contribution of …
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