SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL (Q4563732)
From MaRDI portal
scientific article; zbMATH DE number 6880297
Language | Label | Description | Also known as |
---|---|---|---|
English | 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)
0 references
4 June 2018
0 references
dual risk model
0 references
Erlang(\(n\)) interarrival times
0 references
phase-type distribution
0 references
generalized Lundberg's equation
0 references
ruin probability
0 references
time of ruin
0 references
expected discounted dividends
0 references
0 references
0 references
0 references