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"On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models."

Hansjörg Albrecher, Onno J. Boxma, Jevgenijs Ivanovs (2014)

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DOI: 10.1017/S0021900200010251

access: closed

type: Journal Article

metadata version: 2020-04-16

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  - journals/jap/AlbrecherBI14
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  - https://dblp.org/rec/journals/jap/AlbrecherBI14
Hansjörg Albrecher, Onno J. Boxma, Jevgenijs Ivanovs:
On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models. J. Appl. Probab. 51(1): 293-296 (2014)

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