Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters

DOI10.1080/10920277.2007.10597452MaRDI QIDQ5019732zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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

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)