Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425)
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| Language | Label | Description | Also known as |
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| English | 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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