Laplace transform of the survival probability under Sparre Andersen model
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Cites work
- scientific article; zbMATH DE number 805121 (Why is no real title available?)
- Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
- Non-Poissonian claims' arrivals and calculation of the probability of ruin
- On the Ruin Probability Under a Class of Risk Processes
- On the time to ruin for Erlang(2) risk processes.
- On the Time Value of Ruin
- Ruin probabilities for Erlang (2) risk processes
- The Time Value of Ruin in a Sparre Andersen Model
Cited in
(6)- Ruin time and aggregate claim amount up to ruin time for the perturbed risk process
- Laplace transform of the time of ruin for a perturbed risk process driven by a subordinator
- On the finite-time survival probability for a kind of risk models
- scientific article; zbMATH DE number 5257238 (Why is no real title available?)
- Explicit Solutions for Survival Probabilities in the Classical Risk Model
- A class of Sparre Andersen risk process
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