The Erlang (2) risk model with interclaim-dependent claim sizes and constant dividend barrier (Q3014850)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5926570
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The Erlang (2) risk model with interclaim-dependent claim sizes and constant dividend barrier |
scientific article; zbMATH DE number 5926570 |
Statements
19 July 2011
0 references
Erlang (2) process
0 references
interclaim-dependent claim sizes
0 references
Gerber-Shiu expected discounted penalty function
0 references
integro-differential equation
0 references
0.93407142162323
0 references
0.887632429599762
0 references
0.8836391568183899
0 references
0.8808386921882629
0 references
0.8804954886436462
0 references
