Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions

DOI10.1007/s10255-004-0187-6zbMath1054.62129OpenAlexW2068566100MaRDI QIDQ1884660

Hailiang Yang, Li Wei

Publication date: 5 November 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-004-0187-6

zbMATH Keywords

Laplace transformruin probabilityPareto distributioncontour integrationremovable singularityErlang process

Mathematics Subject Classification ID

Related Items (2)

On ruin probability and aggregate claim representations for Pareto claim size distributions ⋮ Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts

Cites Work

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• Integral transforms and their applications
• Ruin probabilities for Erlang (2) risk processes
• A solution to the ruin problem for Pareto distributions.
• On a Class of Renewal Risk Processes

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