The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (Q5430555)
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scientific article; zbMATH DE number 5220282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims |
scientific article; zbMATH DE number 5220282 |
Statements
The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (English)
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16 December 2007
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density of the time to ruin
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Sparre Andersen model
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Erlang arrivals
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exponential claims
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complex inversion formula
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finite time ruin
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moments of time to ruin
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