Risk modelling with the mixed Erlang distribution-Reference-Cited by-同舟云学术

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Risk modelling with the mixed Erlang distribution

Published:2010-03-24 Issue:1 Volume:27 Page:2-16
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl. Stochastic Models Bus. Ind.

Author:

Willmot Gordon E.,Lin X. Sheldon

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Reference29 articles.

1. The time value of ruin in a Sparre Andersen model;Gerber;North American Actuarial Journal,2005

2. On the class of Erlang mixtures with risk theoretic applications;Willmot;North American Actuarial Journal,2007

3. Bilateral phase-type distributions;Shanthikumar;Naval Research Logistics Quarterly,1985

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