Ruin probabilities for Erlang (2) risk processes (Q1265933): Difference between revisions
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Property / author: Christian Hipp / rank | |||
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Property / cites work: Q3026011 / rank | |||
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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
Language | Label | Description | Also known as |
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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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