Finite time ruin problems for the Erlang\((2)\) risk model (Q659176): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2009.05.001
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+W1977717603
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@@ Property / cites work @@
+On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
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+Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model
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+Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
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+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
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+On the Density and Moments of the Time of Ruin with Exponential Claims
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+Explicit Solutions for Survival Probabilities in the Classical Risk Model
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+Q4320535
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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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+A link between wave governed random motions and ruin processes
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+The expected discounted penalty at ruin in the Erlang (2) risk process
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+On the discounted penalty function in the renewal risk model with general interclaim times
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+On the Class of Erlang Mixtures with Risk Theoretic Applications
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