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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
Landriault, DLee, WYWillmot, GEWoo, JK
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?
DOI: http://dx.doi.org/10.1080/03461238.2012.723044
Persistent Identifierhttp://hdl.handle.net/10722/184726
ISSN
0346-1238
2023 Impact Factor: 1.6
2023 SCImago Journal Rankings: 0.967
ISI Accession Number ID
WOS:000340108700002

 

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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