Symbolic calculation of the moments of the time of ruin

Insurance: Mathematics and Economics

Volumn 34, Issue 1, 2004, Pages 109-120

  Drekic, Steve ^a   Stafford, James E ^b   Willmot, Gordon E ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Compound geometric; Defective renewal equation; Laplace transform; Phase type distributions

Indexed keywords

EID: 0842346910     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2003.11.004     Document Type: Article

References (21)

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