The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model |
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The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (English)
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4 April 2014
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Sparre Andersen risk model
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Erlang(2) inter-claim times
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generalised Lundberg equation
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duration of negative surplus
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first hitting time
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Laplace transform
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