Expected discounted penalty function of Erlang(2) risk model with constant interest (Q854558): Difference between revisions
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| Property / cites work: On the Time Value of Ruin / rank | |||
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| Property / cites work: The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. / rank | |||
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| Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank | |||
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| Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank | |||
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| Property / cites work: Aspects of risk theory / rank | |||
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| Property / cites work: Q3599709 / rank | |||
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Latest revision as of 10:50, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected discounted penalty function of Erlang(2) risk model with constant interest |
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Statements
Expected discounted penalty function of Erlang(2) risk model with constant interest (English)
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5 December 2006
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expected discounted penalty function
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Erlang(2) process
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interest rate
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integro-differential equation
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defective renewal equation
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Laplace transform
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