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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Latest revision as of 14:20, 7 July 2024

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The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model
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    The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (English)
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    4 April 2014
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    Sparre Andersen risk model
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    Erlang(2) inter-claim times
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    generalised Lundberg equation
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    duration of negative surplus
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    first hitting time
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    Laplace transform
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