The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555): Difference between revisions

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

instance of

scholarly article

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title

The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (English)

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Scandinavian Actuarial Journal

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publication date

16 December 2007

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full work available at URL

http://hdl.handle.net/11343/34348

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zbMATH Keywords

density of the time to ruin

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Sparre Andersen model

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Erlang arrivals

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exponential claims

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complex inversion formula

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finite time ruin

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moments of time to ruin

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MaRDI profile type

MaRDI publication profile

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cites work

On the Time Value of Ruin

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Q4167462

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On the Density and Moments of the Time of Ruin with Exponential Claims

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The Density of the Time to Ruin in the Classical Poisson Risk Model

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On the time to ruin for Erlang(2) risk processes.

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On ruin for the Erlang \((n)\) risk process

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The Time Value of Ruin in a Sparre Andersen Model

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Aspects of risk theory

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The Distribution of the time to Ruin in the Classical Risk Model

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Q3228000

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Identifiers

zbMATH Open document ID

1144.91025

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DOI

10.1080/03461230510009853

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5430555

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@@ Property / cites work @@
+On the Density and Moments of the Time of Ruin with Exponential Claims
+Normal rank
@@ Property / cites work @@
+The Density of the Time to Ruin in the Classical Poisson Risk Model
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@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
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+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
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+Normal rank
@@ Property / cites work @@
+The Time Value of Ruin in a Sparre Andersen Model
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+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
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+The Distribution of the time to Ruin in the Classical Risk Model
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