Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters
DOI10.1080/10920277.2007.10597452zbMATH Open1480.91254OpenAlexW4256410430MaRDI QIDQ5019732FDOQ5019732
Authors: Gordon E. Willmot, Jae-Kyung Woo 
Publication date: 10 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2007.10597452
Recommendations
- Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah
- On the class of Erlang mixtures with risk theoretic applications
- “On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007
- “On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007
- On some properties of a class of multivariate Erlang mixtures with insurance applications
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures
- Modeling dependent risks with multivariate Erlang mixtures
- Approximation of ruin probabilities via Erlangized scale mixtures
- Multivariate mixtures of Erlangs for density estimation under censoring
Probability distributions: general theory (60E05) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
Cited In (8)
- “On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007
- Author reply: ``An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets by Zinoviy Landsman and Michael Sherris -- discussion by Edward Furman and Ricardas Zitikis
- On some properties of a class of multivariate Erlang mixtures with insurance applications
- On the class of Erlang mixtures with risk theoretic applications
- An application of the mixture of exponentials to the risk theory
- Authors' reply: ``On the merger of two companies -- discussion by Hansjörg Albrecher and Stefan Thonhauser
- Authors' reply: ``A risk model with multilayer dividend strategy -- discussion by Cheung; Ramin Okhrati
- Author's reply: ``On the Laplace transform of the aggregate discounted claims with Markovian arrivals -- discussion by Professor Elias Shiu, April 2008
This page was built for publication: Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5019732)
