SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732)

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scientific article; zbMATH DE number 6880297
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SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL
scientific article; zbMATH DE number 6880297

    Statements

    SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (English)
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    4 June 2018
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    dual risk model
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    Erlang(\(n\)) interarrival times
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    phase-type distribution
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    generalized Lundberg's equation
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    ruin probability
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    time of ruin
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    expected discounted dividends
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