Ruin probabilities for Erlang (2) risk processes (Q1265933): Difference between revisions

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Property / cites work: Phase-type representations in random walk and queueing problems / rank
 
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Property / cites work: Q5690364 / rank
 
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Property / cites work: Computational methods in risk theory: a matrix-algorithmic approach / rank
 
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Property / cites work: Q4188554 / rank
 
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Property / full work available at URL: https://doi.org/10.1016/s0167-6687(98)00003-1 / rank
 
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Latest revision as of 07:45, 1 August 2024

scientific article
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English
Ruin probabilities for Erlang (2) risk processes
scientific article

    Statements

    Ruin probabilities for Erlang (2) risk processes (English)
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    1998
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    Erlang process
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    phase-type distribution
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    recursive calculation
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    risk process
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    infinite time survival probability
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    survival/ruin probability
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