Ruin probabilities for Erlang (2) risk processes
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Publication:1265933
DOI10.1016/S0167-6687(98)00003-1zbMath0907.90097OpenAlexW1986927323WikidataQ128118356 ScholiaQ128118356MaRDI QIDQ1265933
David C. M. Dickson, Christian Hipp
Publication date: 1998
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00003-1
phase-type distributionrisk processErlang processrecursive calculationinfinite time survival probabilitysurvival/ruin probability
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