The Time Value of ruin in a Sparre Andersen Model

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Serval ID
serval:BIB_F18ABE14ACCD
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
The Time Value of ruin in a Sparre Andersen Model
Journal
North American Actuarial Journal
Author(s)
Gerber H. U., Shiu E. S. W.
Publication state
Published
Issued date
2005
Peer-reviewed
Oui
Volume
9
Number
2
Pages
49-84
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_F18ABE14ACCD
Publisher's website
http://www.soa.org/library/journals/north-american-actuarial-journal/2005/october/naaj0504-10.pdf
Create date
19/11/2007 11:53
Last modification date
20/08/2019 17:19
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