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

MaRDI QIDQ2801423zbMATH OpenFDO

Authors 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)

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Cited in

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• The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
• Further developments in the Erlang(\textit{n}) risk process
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals
• Ruin problems in the generalized Erlang(\(n\)) risk model

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