On the distribution of the deficit at ruin when claims are phase-type
Steve Drekic
Artikkel Engelsk
*0011374942 *008041018s2004 xx# 000 0 eng *019 $bk *100 $aDrekic, Steve$uDepartment of Statistics and Actuarial Science, University of Waterloo, Ontario, Canada$_156815500 *245 $aOn the distribution of the deficit at ruin when claims are phase-type *300 $aS. [105]-120 *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *700 $aDickson, David C.M.;$uCentre for Actuarial Studies, the University of Melbourne, Victoria, Australia$_156815600 *700 $aStanford, David A.;$uDepartment of Statistical and Actuarial Sciences, The University of Western Ontario, London, Ontario, Canada$_156815700 *700 $aWillmot, Gordon E.$uDepartment of Statistics and Actuarial Science, University of Waterloo, Ontario, Canada$_156815800 *773 $tScandinavian actuarial journal$gNo. 2 (2004)$x0346-1238$w(NO-LaBS)941286(tnr) *999 $z400351396$anorart:400351396 ^