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

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scientific article; zbMATH DE number 5220282
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The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
scientific article; zbMATH DE number 5220282

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    The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (English)
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    16 December 2007
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    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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