Symbolic calculation of the moments of the time of ruin-Reference-Cited by-同舟云学术

Symbolic calculation of the moments of the time of ruin

Published:2004-02 Issue:1 Volume:34 Page:109-120
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Drekic Steve,Stafford James E.,Willmot Gordon E.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference21 articles.

1. Abramowitz, M., Stegun, I., 1972. Handbook of Mathematical Functions With Formulas, Graphs, and Mathematical Tables. National Bureau of Standards, Washington.

2. Andrews, D., Stafford, J., 2000. Symbolic Computation for Statistical Inference. Oxford University Press, Oxford.

3. Asmussen, S., 2000. Ruin Probabilities. World Scientific, Singapore.

4. A remark on the moments of ruin time in classical risk theory;Delbaen;Insurance: Mathematics and Economics,1990

5. The distribution of the time to ruin in the classical risk model;Dickson;ASTIN Bulletin,2002

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Moments of the Ruin Time in a Lévy Risk Model;Methodology and Computing in Applied Probability;2022-07-30

2. Single server retrial queues with setup time;Journal of Industrial & Management Optimization;2017

3. The Moments of the Time of Ruin in Markovian Risk Models;North American Actuarial Journal;2010-10

4. Asymptotics for the Moments of the Time to Ruin for the Compound Poisson Model Perturbed by Diffusion;Methodology and Computing in Applied Probability;2010-07-17

5. An algebraic operator approach to the analysis of Gerber–Shiu functions;Insurance: Mathematics and Economics;2010-02