“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005

Hansjörg Albrecher

https://doi.org/10.1080/10920277.2005.10596199

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Journal: North American Actuarial Journal	Publication Date: Apr 1, 2005
Citations: 2

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“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005

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