Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743): Difference between revisions

@@ Property / DOI @@
-.1007/s13385-016-0130-2
@@ Property / DOI: 10.1007/s13385-016-0130-2 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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+K10
@@ Property / Mathematics Subject Classification ID: 60K10 / rank @@
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@@ Property / zbMATH DE Number @@
+6618642
@@ Property / zbMATH DE Number: 6618642 / rank @@
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@@ Property / zbMATH Keywords @@
+Sparre-Andersen risk model
@@ Property / zbMATH Keywords: Sparre-Andersen risk model / rank @@
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@@ Property / zbMATH Keywords @@
+generalized Erlang(\(n\)) interclaim times
@@ Property / zbMATH Keywords: generalized Erlang(\(n\)) interclaim times / rank @@
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@@ Property / zbMATH Keywords @@
+generalized Lundberg's equation
@@ Property / zbMATH Keywords: generalized Lundberg's equation / rank @@
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@@ Property / zbMATH Keywords @@
+probability of reaching an upper barrier
@@ Property / zbMATH Keywords: probability of reaching an upper barrier / rank @@
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@@ Property / zbMATH Keywords @@
+maximum severity of ruin
@@ Property / zbMATH Keywords: maximum severity of ruin / rank @@
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@@ Property / zbMATH Keywords @@
+expected discounted dividends prior to ruin
@@ Property / zbMATH Keywords: expected discounted dividends prior to ruin / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s13385-016-0130-2
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@@ Property / OpenAlex ID @@
+W2312921396
@@ Property / OpenAlex ID: W2312921396 / rank @@
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@@ Property / cites work @@
+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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@@ Property / cites work @@
+Further developments in the Erlang(<i>n</i>) risk process
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3158278
@@ Property / cites work: Q3158278 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
+Normal rank
@@ Property / cites work @@
+“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
+Normal rank
@@ Property / cites work @@
+Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model
+Normal rank
@@ Property / cites work @@
+Q2801423
@@ Property / cites work: Q2801423 / rank @@
+Normal rank
@@ Property / cites work @@
+The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
@@ Property / cites work @@
+On a class of renewal risk models with a constant dividend barrier
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@@ Property / DOI @@
+.1007/S13385-016-0130-2
@@ Property / DOI: 10.1007/S13385-016-0130-2 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:303743