On the Class of Erlang Mixtures with Risk Theoretic Applications
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2007.10597450
Reference22 articles.
1. “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006
2. A practical solution to the problem of ultimate ruin probability
3. The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
4. Recursive Calculation of Survival Probabilities
5. The Density of the Time to Ruin in the Classical Poisson Risk Model
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