On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times (Q2514601)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times |
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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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