scientific article; zbMATH DE number 2219403

zbMATH Open1085.62123MaRDI QIDQ5698124FDOQ5698124

Authors: Xianghua Zhao, Chuancun Yin 

Publication date: 27 October 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Laplace transform

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-ordinary differential equations (45J05)

Cited In (6)

• The Time Value of Ruin in a Sparre Andersen Model
• Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments
• On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
• Ruin problems for a Sparre Andersen risk model
• The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier
• Bounds for the probability and severity of ruin in the Sparre Andersen model

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