The Erlang(2) risk process with dependence under a multi-layer dividend strategy (Q5367744)
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scientific article; zbMATH DE number 6795148
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Erlang(2) risk process with dependence under a multi-layer dividend strategy |
scientific article; zbMATH DE number 6795148 |
Statements
20 October 2017
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Erlang(2) risk model
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time-dependent claims
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defective renewal equation
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Gerber-Shiu function
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multi-layer dividend strategy
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0.8888420462608337
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0.8804954886436462
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0.8783683180809021
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0.868232786655426
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0.8660855293273926
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