Appell pseudopolynomials and Erlang-type risk models
DOI10.1080/17442508.2013.872645zbMATH Open1337.60227OpenAlexW2008166546MaRDI QIDQ2811099FDOQ2811099
Authors: Philippe Picard, Claude Lefèvre 
Publication date: 10 June 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2013.872645
Recommendations
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
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- First crossing time, overshoot and Appell-Hessenberg type functions
- Ruin probabilities for risk models with ordered claim arrivals
- A finite-time ruin probability formula for continuous claim severities
order statisticsfinite-time ruin probabilityAppell polynomialsAppell pseudopolynomialsErlang-type distribution
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Stopping times; optimal stopping problems; gambling theory (60G40) Special polynomials in general fields (12E10)
Cites Work
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- A finite-time ruin probability formula for continuous claim severities
- A new look at the homogeneous risk model
- The Busy Period of an M/G/1 Queue with Customer Impatience
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
- Outcomes of epidemic models with general infection and removal rate functions at certain stopping times
- Polynomial structures in order statistics distributions
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- The distribution of general final state random variables for stochastic epidemic models
- Homogeneous risk models with equalized claim amounts
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- First exit times for ordinary and compound Poisson processes with nonlinear boundaries
Cited In (9)
- Ruin probabilities for risk models with ordered claim arrivals
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
- Polynomials, random walks and risk processes: a multivariate framework
- First crossing time, overshoot and Appell-Hessenberg type functions
- Collective epidemics with asymptomatics and functional infection rates
- A nonhomogeneous risk model for insurance
- Approximating the probability density function of a transformation of random variables
- More for less insurance model: an alternative to (re)insurance
- Risk models in insurance and epidemics: a bridge through randomized polynomials
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