Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277)
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scientific article; zbMATH DE number 6238131
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| English | Erlangian approximation to finite time ruin probabilities in perturbed risk models |
scientific article; zbMATH DE number 6238131 |
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Erlangian approximation to finite time ruin probabilities in perturbed risk models (English)
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13 December 2013
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perturbed risk processes
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finite time ruin probability
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phase-type distribution
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fluid flow models
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Erlangization
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0.8770405054092407
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0.8650304675102234
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0.8432735204696655
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0.8289485573768616
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0.8283240795135498
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