Appell pseudopolynomials and Erlang-type risk models
Author:
Affiliation:
1. Département de Mathématique, Université Libre de Bruxelles, Campus de la Plaine, C.P. 210, B-1050 Bruxelles, Belgium
2. Institut de Science Financière et d'Assurances, Université de Lyon, 50 Avenue Tony GarnierF-69007 Lyon, France
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2013.872645
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1. The distribution of general final state random variables for stochastic epidemic models
2. A.I. Bergel and A.D. Egidios dos Reis, Further advances on the maximum severity of ruin in an Erlang(n) risk process. Working paper (2012)
3. The Busy Period of an M/G/1 Queue with Customer Impatience
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