Laplace transform of the survival probability under Sparre Andersen model (Q2464007): Difference between revisions

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+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
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+Ruin probabilities for Erlang (2) risk processes
@@ Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank @@
+Normal rank
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+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
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+Non-Poissonian claims' arrivals and calculation of the probability of ruin
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+Q4851818
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+On the Ruin Probability Under a Class of Risk Processes
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