Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179)
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scientific article; zbMATH DE number 6004669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts |
scientific article; zbMATH DE number 6004669 |
Statements
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (English)
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10 February 2012
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Sparre Andersen risk process
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\(K_{n}\) family of distributions
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combination of Erlangs
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mixtures of Erlangs
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defective renewal equation
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compound geometric distribution
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ladder height
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generalized Lundberg's fundamental equation
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Lagrange polynomials
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