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On the ruin time distribution for a Sparre Andersen process with exponential claim sizes Journal Articles Refereed

Overview

Authors

Authorship
- PROF Konstantin Borovkov
- PROF David Dickson

Has subject area

For 2008 2 Digit Code
For 2008 6 Digit Code
- Applied Mathematics not elsewhere classified
Rfcd 1998 6 Digit Code
- Risk theory
Seo 1998 6 Digit Code
- Mathematical Sciences
Seo 2008 6 Digit Code
- Superannuation and Insurance Services

Published in

Insurance: Mathematics & Economics

Time

Date/time value

2008

Identity

Digital Object Identifier (DOI)

10.1016/j.insmatheco.2008.02.002

Additional Document Info

Parent Title

INSURANCE MATHEMATICS & ECONOMICS

Volume

42

Issue

3

Publisher

Elsevier Science

External Links
- Digital Object Identifier
  - 10.1016/j.insmatheco.2008.02.002
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