Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743)
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scientific article; zbMATH DE number 6618642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problems in the generalized Erlang(\(n\)) risk model |
scientific article; zbMATH DE number 6618642 |
Statements
Ruin problems in the generalized Erlang(\(n\)) risk model (English)
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22 August 2016
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Sparre-Andersen risk model
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generalized Erlang(\(n\)) interclaim times
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generalized Lundberg's equation
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probability of reaching an upper barrier
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maximum severity of ruin
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expected discounted dividends prior to ruin
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0.9419135
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0.93239784
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0.9261207
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0.91964555
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0.91713077
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0.9153474
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0.9141762
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0.9087245
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