On the time to ruin for Erlang(2) risk processes.

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DOI10.1016/S0167-6687(01)00091-9zbMath1074.91549OpenAlexW2021047139MaRDI QIDQ1413289

David C. M. Dickson, Christian Hipp

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(01)00091-9

zbMATH Keywords

Erlang(2)Sparre Andersen risk processes Time to ruin

Mathematics Subject Classification ID

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two-sided acceptable levels

Cites Work

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