Survey For Ruin Probability With Phase-Type Claim Amounts
Author:
Affiliation:
1. Anhui University,School of Mathematics,Hefei,P.R.China,230039
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10502391/10503583/10503648.pdf?arnumber=10503648
Reference8 articles.
1. Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang
2. Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window
3. The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach
4. FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS
5. Finite time ruin probabilities with one Laplace inversion
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