Economics - Research Publications
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ItemThe Distribution of the time to Ruin in the Classical Risk Model(Cambridge University Press (CUP), 2002-01-01)Abstract We study the distribution of the time to ruin in the classical risk model. We consider some methods of calculating this distribution, in particular by using algorithms to calculate finite time ruin probabilities. We also discuss calculation of the moments of this distribution.
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ItemModern landmarks in actuarial science(The Institute of Actuaries of Australia, 2001)
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ItemOn the time to ruin for Erlang(2) risk processes(ELSEVIER SCIENCE BV, 2001-12-20)