The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes (Q4575365)
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scientific article; zbMATH DE number 6903554
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| English | The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes |
scientific article; zbMATH DE number 6903554 |
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The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes (English)
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13 July 2018
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time to ruin
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moment
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dependent Sparre Andersen model
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Coxian claim size
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0.97877467
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0.9276903
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0.92618775
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0.9237037
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0.9170861
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0.9139403
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0.91314805
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0.90657496
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