Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s13385-016-0130-2 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S13385-016-0130-2 / rank | |||
Normal rank | |||
Latest revision as of 13:51, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problems in the generalized Erlang(\(n\)) risk model |
scientific article |
Statements
Ruin problems in the generalized Erlang(\(n\)) risk model (English)
0 references
22 August 2016
0 references
Sparre-Andersen risk model
0 references
generalized Erlang(\(n\)) interclaim times
0 references
generalized Lundberg's equation
0 references
probability of reaching an upper barrier
0 references
maximum severity of ruin
0 references
expected discounted dividends prior to ruin
0 references
0 references
0 references
