A note on the maximum severity of ruin in an Erlang(n) risk process

zbMATH Open1333.91034MaRDI QIDQ2801423FDOQ2801423

Shuanming Li

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=6

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Cited In (2)

• Further developments in the Erlang(n) risk process
• Ruin problems in the generalized Erlang(\(n\)) risk model

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