Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179)

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Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
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    Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (English)
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    10 February 2012
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    Sparre Andersen risk process
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    \(K_{n}\) family of distributions
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    combination of Erlangs
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    mixtures of Erlangs
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    defective renewal equation
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    compound geometric distribution
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    ladder height
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    generalized Lundberg's fundamental equation
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    Lagrange polynomials
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