Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277)

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scientific article; zbMATH DE number 6238131
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Erlangian approximation to finite time ruin probabilities in perturbed risk models
scientific article; zbMATH DE number 6238131

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    Erlangian approximation to finite time ruin probabilities in perturbed risk models (English)
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    13 December 2013
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    perturbed risk processes
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    finite time ruin probability
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    phase-type distribution
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    fluid flow models
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    Erlangization
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