The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.2014.979227
Reference12 articles.
1. On a Generalization of the Risk Model with Markovian Claim Arrivals
2. On the time to ruin for Erlang(2) risk processes
3. On the Moments of the Time of Ruin with Applications to Phase-Type Claims
4. A note on deficit analysis in dependency models involving Coxian claim amounts
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2. The moments of the time of ruin in Sparre Andersen risk models;Annals of Actuarial Science;2022-08-25
3. Moments of the Ruin Time in a Lévy Risk Model;Methodology and Computing in Applied Probability;2022-07-30
4. A Note on a Generalized Gerber–Shiu Discounted Penalty Function for a Compound Poisson Risk Model;Mathematics;2019-09-24
5. APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION;ASTIN Bulletin;2016-09-19
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