Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s13385-016-0130-2 / rank
 
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Latest revision as of 10:47, 12 July 2024

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Ruin problems in the generalized Erlang(\(n\)) risk model
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    Ruin problems in the generalized Erlang(\(n\)) risk model (English)
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    22 August 2016
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    Sparre-Andersen risk model
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    generalized Erlang(\(n\)) interclaim times
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    generalized Lundberg's equation
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    probability of reaching an upper barrier
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    maximum severity of ruin
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    expected discounted dividends prior to ruin
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