On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference21 articles.
1. How many claims does it take to get ruined and recovered?;Egidio dos Reis;Insurance Math. Econom.,2002
2. The time to ruin and the number of claims until ruin for phase-type claims;Frostig;Insurance Math. Econom.,2012
3. Recursive methods for computing finite-time ruin probabilities for phase-distributed claim sizes;Stanford;ASTIN Bull.,1994
4. The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model;Dickson;Insurance Math. Econom.,2012
5. Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions;Landriault;Insurance Math. Econom.,2011
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1. On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model;Scandinavian Actuarial Journal;2023-05-10
2. The Expected Discounted Penalty Function in the Generalized Erlang (n) Risk Model with Two-Sided Jumps and a Constant Dividend Barrier;Bulletin of the Iranian Mathematical Society;2020-06-12
3. The Erlang(n) risk model with two-sided jumps and a constant dividend barrier;Communications in Statistics - Theory and Methods;2020-03-09
4. The mean chance of ultimate ruin time in random fuzzy insurance risk model;Soft Computing;2017-05-11
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