On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times (Q2514601)
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scientific article; zbMATH DE number 6395354
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| English | On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times |
scientific article; zbMATH DE number 6395354 |
Statements
On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times (English)
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3 February 2015
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time to ruin
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moment
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defective renewal equation
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Laplace transform
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Coxian interclaim time
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0.951293647289276
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0.8507755398750305
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0.8396604657173157
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0.828940212726593
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0.8274686336517334
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