Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179): Difference between revisions
From MaRDI portal
Latest revision as of 22:11, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts |
scientific article |
Statements
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (English)
0 references
10 February 2012
0 references
Sparre Andersen risk process
0 references
\(K_{n}\) family of distributions
0 references
combination of Erlangs
0 references
mixtures of Erlangs
0 references
defective renewal equation
0 references
compound geometric distribution
0 references
ladder height
0 references
generalized Lundberg's fundamental equation
0 references
Lagrange polynomials
0 references
0 references