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

Chuancun Yin*, Sung Nok CHIU

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)134-136
Number of pages3
JournalNorth American Actuarial Journal
Volume9
Issue number4
DOIs
Publication statusPublished - 1 Oct 2005

Scopus Subject Areas

  • Statistics and Probability
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty

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