The Time Value of Ruin in a Sparre Andersen Model

North American Actuarial Journal 2005 / 04 Vol. 9; Iss. 2

The Time Value of Ruin in a Sparre Andersen Model

Gerber, Hans U., Shiu, Elias S. W.
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Volume:
9
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.2005.10596197
Date:
April, 2005
File:
PDF, 399 KB
english, 2005
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