On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119)
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scientific article; zbMATH DE number 6508280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures |
scientific article; zbMATH DE number 6508280 |
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On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (English)
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13 November 2015
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renewal risk model
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two-sided first exit time
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exponentially tilted probability measure
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mixed Erlang distribution
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numerical algorithm
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