Discussion of ''The Time Value of Ruin in a Sparre Andersen Model'' by H. Gerber and E. Shiu

Research output: Contribution to journalArticleResearch

Original languageEnglish
Pages (from-to)71-74
JournalNorth American Actuarial Journal
Volume9
Issue number2
Publication statusPublished - 2005

Cite this

Discussion of ''The Time Value of Ruin in a Sparre Andersen Model'' by H. Gerber and E. Shiu. / Albrecher, Hansjörg.

In: North American Actuarial Journal, Vol. 9, No. 2, 2005, p. 71-74.

Research output: Contribution to journalArticleResearch

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title = "Discussion of ''The Time Value of Ruin in a Sparre Andersen Model'' by H. Gerber and E. Shiu",
author = "Hansj{\"o}rg Albrecher",
year = "2005",
language = "English",
volume = "9",
pages = "71--74",
journal = "North American Actuarial Journal",
issn = "1092-0277",
publisher = "Routledge, Taylor & Francis Group",
number = "2",

}

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T1 - Discussion of ''The Time Value of Ruin in a Sparre Andersen Model'' by H. Gerber and E. Shiu

AU - Albrecher, Hansjörg

PY - 2005

Y1 - 2005

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VL - 9

SP - 71

EP - 74

JO - North American Actuarial Journal

JF - North American Actuarial Journal

SN - 1092-0277

IS - 2

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