The Time Value of Ruin in a Sparre Andersen Model

North American Actuarial Journal

Volumn 9, Issue 2, 2005, Pages 49-69

  Gerber, Hans U ^a   Shiu, Elias S W ^b,c  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

^b UNIVERSITY OF IOWA   (United States)

^c HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 16844381682     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2005.10596197     Document Type: Article

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