“On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007

DOI10.1080/10920277.2007.10597492MaRDI QIDQ5019774zbMATH OpenOpenAlexFDO

Authors Saralees Nadarajah

Publication date 10 January 2022

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2007.10597492

Mathematics Subject Classification ID

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

Recommendations

• “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
• Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters
• Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah
• 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
• ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS

Cites work

• scientific article; zbMATH DE number 412096 (Why is no real title available?)
• scientific article; zbMATH DE number 3593922 (Why is no real title available?)
• scientific article; zbMATH DE number 3620755 (Why is no real title available?)
• On sums of independent gamma eandom yariames
• The distribution of the sum of independent gamma random variables
• The exact density of a general linear combination of gamma variates

Cited in

(1)

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

This page was built for publication: “On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5019774)