Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Q3713483 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multi-dimensional martingale for Markov additive processes and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simple approximations of ruin probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix‐analytic Models and their Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary distributions for fluid flow models with or without brownian noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Phase-type representations in random walk and queueing problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The least variable phase type distribution is erlang / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3945340 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3961697 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3866218 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.2143/ast.32.2.1029 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2145929107 / rank
 
Normal rank

Latest revision as of 08:58, 30 July 2024

scientific article; zbMATH DE number 2149125
Language Label Description Also known as
English
Erlangian Approximations for Finite-Horizon Ruin Probabilities
scientific article; zbMATH DE number 2149125

    Statements

    Erlangian Approximations for Finite-Horizon Ruin Probabilities (English)
    0 references
    0 references
    0 references
    0 references
    30 March 2005
    0 references
    Erlang expiration
    0 references
    extrapolation
    0 references
    finite time ruin probabilities
    0 references
    fluid model
    0 references
    phase-type distributions
    0 references
    semi-Markov embedding
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references