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Article: A note on deficit analysis in dependency models involving Coxian claim amounts

TitleA note on deficit analysis in dependency models involving Coxian claim amounts
Authors
KeywordsCauchy matrix
Coxian-type claim sizes
deficit at ruin
dependent Sparre Andersen risk model
Lagrange polynomials
Lundberg's generalized equation
time to ruin
Vandemonde matrix
Issue Date2014
PublisherTaylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp
Citation
Scandinavian Actuarial Journal, 2014, v. 2014 n. 5, p. 405-423 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/184726
ISSN
2023 Impact Factor: 1.6
2023 SCImago Journal Rankings: 0.967
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorLandriault, Den_US
dc.contributor.authorLee, WYen_US
dc.contributor.authorWillmot, GEen_US
dc.contributor.authorWoo, JKen_US
dc.date.accessioned2013-07-15T10:06:28Z-
dc.date.available2013-07-15T10:06:28Z-
dc.date.issued2014en_US
dc.identifier.citationScandinavian Actuarial Journal, 2014, v. 2014 n. 5, p. 405-423en_US
dc.identifier.issn0346-1238-
dc.identifier.urihttp://hdl.handle.net/10722/184726-
dc.languageengen_US
dc.publisherTaylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.aspen_US
dc.relation.ispartofScandinavian Actuarial Journalen_US
dc.rightsThis is an electronic version of an article published in Scandinavian Actuarial Journal, 2014, v. 2014 n. 5, p. 405-423. The article is available online at: http://www.tandfonline.com/doi/abs/10.1080/03461238.2012.723044en_US
dc.subjectCauchy matrix-
dc.subjectCoxian-type claim sizes-
dc.subjectdeficit at ruin-
dc.subjectdependent Sparre Andersen risk model-
dc.subjectLagrange polynomials-
dc.subjectLundberg's generalized equation-
dc.subjecttime to ruin-
dc.subjectVandemonde matrix-
dc.titleA note on deficit analysis in dependency models involving Coxian claim amountsen_US
dc.typeArticleen_US
dc.identifier.emailWoo, JK: jkwoo@hku.hken_US
dc.identifier.authorityWoo, JK=rp01623en_US
dc.description.naturepostprint-
dc.identifier.doi10.1080/03461238.2012.723044-
dc.identifier.scopuseid_2-s2.0-84903955287-
dc.identifier.hkuros216599en_US
dc.identifier.volume2014-
dc.identifier.issue5-
dc.identifier.spage405-
dc.identifier.epage423-
dc.identifier.isiWOS:000340108700002-
dc.publisher.placeSweden-
dc.identifier.issnl0346-1238-

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