The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2013.02.013
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+W2045272600
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+A unifying approach to the analysis of business with random gains
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+On the distribution of the duration of negative surplus
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+On the time to ruin for Erlang(2) risk processes.
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+Finite time ruin problems for the Erlang\((2)\) risk model
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+Erlang risk models and finite time ruin problems
@@ Property / cites work: Erlang risk models and finite time ruin problems / rank @@
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
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+When does the surplus reach a given target?
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+Q4320535
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+Aspects of risk theory
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+The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
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+On ruin for the Erlang \((n)\) risk process
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+The expected discounted penalty at ruin in the Erlang (2) risk process
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