The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2129381286 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the Time Value of Ruin / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4167462 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the Density and Moments of the Time of Ruin with Exponential Claims / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Density of the Time to Ruin in the Classical Poisson Risk Model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On ruin for the Erlang \((n)\) risk process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Aspects of risk theory / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5558293 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5647412 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4137395 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4059363 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3699980 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3844537 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Distribution of the time to Ruin in the Classical Risk Model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3228000 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 13:15, 27 June 2024
scientific article; zbMATH DE number 5220282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims |
scientific article; zbMATH DE number 5220282 |
Statements
The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (English)
0 references
16 December 2007
0 references
density of the time to ruin
0 references
Sparre Andersen model
0 references
Erlang arrivals
0 references
exponential claims
0 references
complex inversion formula
0 references
finite time ruin
0 references
moments of time to ruin
0 references
