The Moments of the Time of Ruin in Markovian Risk Models
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Publication:3088979
DOI10.1080/10920277.2010.10597605zbMath1219.91072OpenAlexW2000073253MaRDI QIDQ3088979
Jiandong Ren, Kaiqi Yu, David A. Stanford
Publication date: 23 August 2011
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2010.10597605
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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Cites Work
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- On the Density and Moments of the Time of Ruin with Exponential Claims
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