The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes

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Publication:4575365

DOI10.1080/03461238.2014.979227zbMath1401.91161OpenAlexW2001985129MaRDI QIDQ4575365

Gordon E. Willmot, Wing Yan Lee

Publication date: 13 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2014.979227




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