Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425)
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scientific article; zbMATH DE number 6505568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang |
scientific article; zbMATH DE number 6505568 |
Statements
Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (English)
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6 November 2015
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Sparre Andersen risk model
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Erlang inter-claim times
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ruin probability
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Lundberg bound
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Cramér-Lundberg approximation
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0.93613297
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0.9232304
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0.91753656
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0.9175226
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0.91544867
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0.9127948
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0.90834534
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