Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663)
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scientific article; zbMATH DE number 2149125
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| English | Erlangian Approximations for Finite-Horizon Ruin Probabilities |
scientific article; zbMATH DE number 2149125 |
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Erlangian Approximations for Finite-Horizon Ruin Probabilities (English)
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30 March 2005
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Erlang expiration
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extrapolation
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finite time ruin probabilities
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fluid model
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phase-type distributions
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semi-Markov embedding
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