On the Moments of the Time of Ruin with Applications to Phase-Type Claims (Q5716023): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.2005.10596195
+Normal rank
@@ Property / OpenAlex ID @@
+W2082177947
@@ Property / OpenAlex ID: W2082177947 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive calculation of time to ruin distributions.
+Normal rank
@@ Property / cites work @@
+The Distribution of the time to Ruin in the Classical Risk Model
+Normal rank
@@ Property / cites work @@
+Symbolic calculation of the moments of the time of ruin.
+Normal rank
@@ Property / cites work @@
+On the Density and Moments of the Time of Ruin with Exponential Claims
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential and scale mixtures and equilibrium distributions
+Normal rank
@@ Property / cites work @@
+Q4679848
@@ Property / cites work: Q4679848 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Matrix Analytic Methods in Stochastic Modeling
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+On higher-order properties of compound geometric distributions
+Normal rank
@@ Property / cites work @@
+Equilibrium compound distributions and stop-loss moments
+Normal rank
@@ Property / cites work @@
+Lundberg approximations for compound distributions with insurance applications
+Normal rank