Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
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Publication:5490582
DOI10.2143/AST.35.1.583169zbMath1123.62078OpenAlexW4247997773MaRDI QIDQ5490582
Guy Latouche, Florin Avram, Andrei L. Badescu, Ana Da Silva Soares, David A. Stanford, Lothar Breuer
Publication date: 4 October 2006
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.35.1.583169
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