Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2011.05.006
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+W2032607318
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@@ Property / cites work @@
+On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
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+Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+Q5575243
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+The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
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+Erlang risk models and finite time ruin problems
@@ Property / cites work: Erlang risk models and finite time ruin problems / rank @@
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+On the Density and Moments of the Time of Ruin with Exponential Claims
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+How many claims does it take to get ruined and recovered?
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model
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+Ruin probabilities based at claim instants for some non-Poisson claim processes
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+On the discounted penalty function in the renewal risk model with general interclaim times
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+On the Class of Erlang Mixtures with Risk Theoretic Applications
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