The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634)
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scientific article; zbMATH DE number 5968226
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| English | The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion |
scientific article; zbMATH DE number 5968226 |
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The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (English)
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4 November 2011
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sparre Anderson risk model
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generalized Erlang\((n)\) inter-claim times
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integro-differential equation
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diffusion process
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maximum surplus distribution
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0.959665298461914
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0.939522385597229
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0.9039025902748108
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0.9000727534294128
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0.8740036487579346
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