Laplace transform of the survival probability under Sparre Andersen model (Q2464007): Difference between revisions
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Property / cites work: Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process / rank | |||
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Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank | |||
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Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank | |||
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Property / cites work: On the Time Value of Ruin / rank | |||
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Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank | |||
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Property / cites work: Non-Poissonian claims' arrivals and calculation of the probability of ruin / rank | |||
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Property / cites work: Q4851818 / rank | |||
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Property / cites work: On the Ruin Probability Under a Class of Risk Processes / rank | |||
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Latest revision as of 14:02, 27 June 2024
scientific article
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English | Laplace transform of the survival probability under Sparre Andersen model |
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Laplace transform of the survival probability under Sparre Andersen model (English)
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7 December 2007
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Andersen model
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Lundberg's fundamental equation
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