On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207)
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scientific article; zbMATH DE number 5292549
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| English | On the ruin time distribution for a Sparre Andersen process with exponential claim sizes |
scientific article; zbMATH DE number 5292549 |
Statements
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (English)
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25 June 2008
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time of ruin
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exponential claims
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0.8793434500694275
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0.8663276433944702
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0.8662828207015991
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0.8555709719657898
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