scientific article; zbMATH DE number 2162630

MaRDI QIDQ4673105zbMATH OpenFDO

Authors Rongming Wang, Lijuan Sun

Publication date 29 April 2005

zbMATH Keywords

integral equationintegro-differential equationruin probabilitysurvival probability

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17) Risk models (general) (91B05)

Recommendations

• Ruin probabilities for Erlang (2) risk processes
• The Erlang(2) risk model with a two-step premium rate
• On Erlang (2) risk model with stochastic interest rates
• A class of Erlang(2) risk models with dependence between claim sizes and claim intervals
• Further developments in the Erlang(\textit{n}) risk process

Cited in

(8)

• Survival probability for a two-dimensional risk model
• Erlang risk models and finite time ruin problems
• A class of Erlang(2) risk models with dependence between claim sizes and claim intervals
• On the finite-time survival probability for a kind of risk models
• On the probability of reaching a barrier in an Erlang(2) risk process
• ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS
• Further developments in the Erlang(\textit{n}) risk process
• The Erlang(2) risk model with a two-step premium rate

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