On the Class of Erlang Mixtures with Risk Theoretic Applications (Q5019730): Difference between revisions

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+https://doi.org/10.1080/10920277.2007.10597450
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+W2094912675
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+Authors' Reply: On Optimal Dividend Strategies in the Compound Poisson Model, discussion by Eric C. K. Cheung
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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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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+Fitting combinations of exponentials to probability distributions
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+Shock models and wear processes
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+Explicit Solutions for Survival Probabilities in the Classical Risk Model
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+The Time Value of Ruin in a Sparre Andersen Model
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+Calculation of the probability of eventual ruin by Beekman's convolution series
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+Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
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+On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin
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+On the discounted penalty function in the renewal risk model with general interclaim times
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+Lundberg approximations for compound distributions with insurance applications
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