Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times

Rohana S. Ambagaspitiya

Source record

Source: Crossref

Published: Jun 1, 2009

DOI: 10.1016/j.insmatheco.2009.01.003

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.