The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
David C.M. Dickson Artikkel Engelsk
*0011399362 *008050929s2005 xx# o 000 0 eng *019 $bk *100 $aDickson, David C.M.$uCentre for Actuarial Studies, Department of Economics, University of Melbourne, Australia ; dcmd@unimelb.edu.au$_158306900 *245 $aThe density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims *300 $aS. [358]-376 : ill. *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *653 $aErlang arrivals$9eng$_158307000 *653 $aLaplace transform$9eng$_158307100 *653 $aSparre Anderson model$9eng$_158307200 *653 $acomplex inversion formula$9eng$_158307300 *653 $aexponential claims$9eng$_158307400 *653 $afinite time ruin$9eng$_158307500 *653 $amoments of time to ruin$9eng$_158307600 *700 $aHughes, Barry D.;$uDepartment of Mathematics and Statistics, University of Melbourne, Victoria, Australia$_158307700 *700 $aLianzeng, Zhang$uDepartment of Risk Management and Insurance, Nankai University, Tianjin, PR China$_158307800 *773 $tScandinavian actuarial journal$gNo. 5 (2005)$x0346-1238$w(NO-LaBS)941286(tnr) *999 $z500375852$anorart:500375852 ^