2024-03-28T19:11:59Z
http://repoint.unil.ch/oaiprovider/
oai:serval.unil.ch:BIB_C8E3EB5BD34A
2024-03-23T02:58:26Z
openaire
documents
urnserval
serval:BIB_C8E3EB5BD34A
On simple ruin expressions in dependent Sparre Andersen risk models
10.1239/jap/1395771431
000334819300022
Albrecher
H.
author
Boxma
O.J.
author
Ivanovs
J.
author
article
2014-03
Journal of Applied Probability
0021-9002
1475-6072
journal
51
1
293-296
Sparre Andersen risk model
ruin probability
Markov additive process
eng
60_published
peer-reviewed
https://serval.unil.ch/notice/serval:BIB_C8E3EB5BD34A
https://serval.unil.ch/resource/serval:BIB_C8E3EB5BD34A.P001/REF.pdf
http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_C8E3EB5BD34A5
Copying allowed only for non-profit organizations