2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/137420We derive a closed-form (infinite series) representation for the distribution of the ruin time for the Sparre Andersen model with exponentially distributed claims. This extends a recent result of Dickson et al. (2005) for such processes with Erlang inter-claim times. We illustrate our result in the cases of gamma and mixed exponential inter-claim time distributions.12 pages, 2 figuresProbability91B30; 60K10; 60G51On the ruin time distribution for a Sparre Andersen process with exponential claim sizestext