Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah
DOI10.1080/10920277.2007.10597493zbMATH Open1480.91255OpenAlexW4251177988MaRDI QIDQ5019775FDOQ5019775
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/10.1080/10920277.2007.10597493
Probability distributions: general theory (60E05) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cited In (3)
- Approximating the density of the time to ruin via Fourier-cosine series expansion
- “On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007
- Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters
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