The Distribution of the time to Ruin in the Classical Risk Model
From MaRDI portal
Publication:4661666
DOI10.2143/AST.32.2.1031zbMath1098.62136MaRDI QIDQ4661666
David C. M. Dickson, Howard R. Waters
Publication date: 30 March 2005
Published in: ASTIN Bulletin (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)
Related Items
The spreading time in SIS epidemics on networks, Moments of the ruin time in a Lévy risk model, On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance, How many claims does it take to get ruined and recovered?, Symbolic calculation of the moments of the time of ruin., On the Moments of the Time of Ruin with Applications to Phase-Type Claims, The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims, On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times, The Density of the Time to Ruin in the Classical Poisson Risk Model, On upper bounds for the tail distribution of geometric sums of subexponential random variables
