Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425): Difference between revisions

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Latest revision as of 00:27, 11 July 2024

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Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang
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    Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (English)
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    6 November 2015
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    Sparre Andersen risk model
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    Erlang inter-claim times
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    ruin probability
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    Lundberg bound
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    Cramér-Lundberg approximation
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