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~person:"Dickson, David C. M."
~person:"Felder, Stefan"
~subject:"Time of ruin"
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Time of ruin
Risikomodell
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Dickson, David C. M.
Felder, Stefan
Willmot, Gordon E.
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Insurance / Mathematics & economics
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ECONIS (ZBW)
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The moments of the time of ruin in Sparre Andersen risk models
Dickson, David C. M.
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10014306859
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A note on some joint distribution functions involving the time of ruin
Dickson, David C. M.
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 120-124
Persistent link: https://www.econbiz.de/10011457185
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