Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference18 articles.
1. Ruin Probabilities;Asmussen,2000
2. On the ruin time distribution for a Sparre Andersen risk process with exponential claim sizes;Borovkov;Insurance: Mathematics and Economics,2008
3. Direct derivation of finite-time ruin probabilities in the discrete risk model with exponential or geometric claims;Chan;North American Actuarial Journal,2006
4. Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models;Cheung;Insurance: Mathematics and Economics,2010
5. The Single Server Queue;Cohen,1969
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