Further developments in the Erlang(<i>n</i>) risk process (Q4576758)
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scientific article; zbMATH DE number 6900931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further developments in the Erlang(<i>n</i>) risk process |
scientific article; zbMATH DE number 6900931 |
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Further developments in the Erlang(<i>n</i>) risk process (English)
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10 July 2018
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Sparre-Andersen risk model
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Erlang(\textit{n}) interclaim times
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fundamental Lundberg's equation
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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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