Ruin probabilities for Erlang (2) risk processes (Q1265933): Difference between revisions
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scientific article
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English | Ruin probabilities for Erlang (2) risk processes |
scientific article |
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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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