Ruin probabilities for Erlang (2) risk processes (Q1265933)
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scientific article; zbMATH DE number 1202774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities for Erlang (2) risk processes |
scientific article; zbMATH DE number 1202774 |
Statements
Ruin probabilities for Erlang (2) risk processes (English)
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1998
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Erlang process
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phase-type distribution
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recursive calculation
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risk process
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infinite time survival probability
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survival/ruin probability
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0.9506996
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0.9474594
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0.9369798
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0.93152916
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0.9303851
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