Finite time ruin problems for the Erlang(2) risk model
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference15 articles.
1. On the ruin time distribution for a Sparre Andersen process with exponential claim sizes;Borovkov;Insurance: Mathematics & Economics,2008
2. Moments of discounted dividends for a threshold strategy in the compound Poisson risk model;Cheung;North American Actuarial Journal,2008
3. Some explicit solutions for the joint density of the time of ruin and the deficit at ruin;Dickson;ASTIN Bulletin,2008
4. On the time to ruin for Erlang(2) risk processes;Dickson;Insurance: Mathematics & Economics,2001
5. The density of the time to ruin in the classical Poisson risk model;Dickson;ASTIN Bulletin,2005
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1. The moments of the time of ruin in Sparre Andersen risk models;Annals of Actuarial Science;2022-08-25
2. Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times;Probability in the Engineering and Informational Sciences;2022-06-06
3. Recursive approximating to the finite-time Gerber–Shiu function in Lévy risk models under periodic observation;Journal of Computational and Applied Mathematics;2022-01
4. How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability;Risks;2021-08-26
5. An improved optimal trigonometric ELM algorithm for numerical solution to ruin probability of Erlang(2) risk model;Multimedia Tools and Applications;2020-08-15
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