On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119)
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 6508280
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures |
scientific article; zbMATH DE number 6508280 |
Statements
On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (English)
0 references
13 November 2015
0 references
renewal risk model
0 references
two-sided first exit time
0 references
exponentially tilted probability measure
0 references
mixed Erlang distribution
0 references
numerical algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.843090832233429
0 references
0.8345236778259277
0 references
0.8340979218482971
0 references
0.8233349323272705
0 references
0.8073810338973999
0 references
