Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663): Difference between revisions

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Revision as of 19:03, 7 June 2024

scientific article; zbMATH DE number 2149125
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English
Erlangian Approximations for Finite-Horizon Ruin Probabilities
scientific article; zbMATH DE number 2149125

    Statements

    Erlangian Approximations for Finite-Horizon Ruin Probabilities (English)
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    30 March 2005
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    Erlang expiration
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    extrapolation
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    finite time ruin probabilities
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    fluid model
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    phase-type distributions
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    semi-Markov embedding
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