The distribution of the time to ruin in the classical risk model

D C M Dickson, Howard Richard Waters

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	299-313
Number of pages	15
Journal	ASTIN Bulletin: The Journal of the IAA
Volume	32
Publication status	Published - 2002

Cite this

@article{0d62a0dc69df48758f9e9aee4c8bc2d5,

title = "The distribution of the time to ruin in the classical risk model",

author = "Dickson, \{D C M\} and Waters, \{Howard Richard\}",

year = "2002",

language = "English",

volume = "32",

pages = "299--313",

journal = "ASTIN Bulletin: The Journal of the IAA",

issn = "1783-1350",

publisher = "Cambridge University Press",

}