Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problems in the generalized Erlang(\(n\)) risk model |
scientific article |
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Ruin problems in the generalized Erlang(\(n\)) risk model (English)
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22 August 2016
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Sparre-Andersen risk model
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generalized Erlang(\(n\)) interclaim times
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generalized Lundberg's equation
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probability of reaching an upper barrier
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maximum severity of ruin
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expected discounted dividends prior to ruin
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