"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

doi:10.1080/10920277.2005.10596233

"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

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

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Original language	English
Pages (from-to)	134-136
Number of pages	3
Journal	North American Actuarial Journal
Volume	9
Issue number	4
DOIs	https://doi.org/10.1080/10920277.2005.10596233
Publication status	Published - 1 Oct 2005

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10.1080/10920277.2005.10596233

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AU - Chiu, Sung Nok

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M3 - Journal article

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

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