Erlang risk models and finite time ruin problems (Q2866304): Difference between revisions

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+https://doi.org/10.1080/03461238.2010.499261
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+W2067555458
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+Computational Methods for Integral Equations
@@ Property / cites work: Computational Methods for Integral Equations / rank @@
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@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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+The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
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+Finite time ruin problems for the Erlang\((2)\) risk model
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+On the Density and Moments of the Time of Ruin with Exponential Claims
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+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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+On the Ruin Problem of Collective Risk Theory
@@ Property / cites work: On the Ruin Problem of Collective Risk Theory / rank @@
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+The expected discounted penalty at ruin in the Erlang (2) risk process
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+On the discounted penalty function in the renewal risk model with general interclaim times
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