Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K10
@@ Property / Mathematics Subject Classification ID: 60K10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6618642
@@ Property / zbMATH DE Number: 6618642 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Sparre-Andersen risk model
@@ Property / zbMATH Keywords: Sparre-Andersen risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized Erlang(\(n\)) interclaim times
@@ Property / zbMATH Keywords: generalized Erlang(\(n\)) interclaim times / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized Lundberg's equation
@@ Property / zbMATH Keywords: generalized Lundberg's equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+probability of reaching an upper barrier
@@ Property / zbMATH Keywords: probability of reaching an upper barrier / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximum severity of ruin
@@ Property / zbMATH Keywords: maximum severity of ruin / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+expected discounted dividends prior to ruin
@@ Property / zbMATH Keywords: expected discounted dividends prior to ruin / rank @@
+Normal rank

Revision as of 22:31, 27 June 2023