Article citationsMore>>

Ortigueira, M.D., Torres, D.F.M. and Trujillo, J.J. (2016) Exponentials and Laplace Transforms on Non-Uniform Time Scales. Communications in Nonlinear Science and Numerical Simulation, 39, 252-270.
https://doi.org/10.1016/j.cnsns.2016.03.010

has been cited by the following article:

• TITLE: A Note on Laplace Transforms of Some Common Distributions Used in Counting Processes Analysis

  AUTHORS: Eugene Kouassi, Edouard Akpata, Koffi Pokou

  KEYWORDS: Laplace Transforms, Common Distributions, Analysis, Probability Distributions, Counting Processes

  JOURNAL NAME: Applied Mathematics, Vol.11 No.2, January 21, 2020

  ABSTRACT: An important problem of actuarial risk management is the calculation of the probability of ruin. Using probability theory and the definition of the Laplace transform one obtains expressions, in the classical risk model, for survival probabilities in a finite time horizon. Then explicit solutions are found with the inversion of the double Laplace transform; using algebra, the Laplace complex inversion formula and Matlab, for the exponential claim amount distribution.