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Revision as of 01:27, 11 February 2024

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Ruin probabilities for Erlang (2) risk processes
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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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