On the distribution of the deficit at ruin when claims are phase-type

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    Author
    Drekic, S; DICKSON, D; Stanford, DA; Willmot, GE
    Date
    2005
    Source Title
    Scandinavian Actuarial Journal
    University of Melbourne Author/s
    Dickson, David
    Affiliation
    Economics
    Metadata
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    Document Type
    Journal Article
    Citations
    Drekic, S., DICKSON, D., Stanford, D. A. & Willmot, G. E. (2005). On the distribution of the deficit at ruin when claims are phase-type. Scandinavian Actuarial Journal, 2004 (2), pp.105-120
    Access Status
    This item is currently not available from this repository
    URI
    http://hdl.handle.net/11343/29539
    Keywords
    Banking; Finance and Investment

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