Appell pseudopolynomials and Erlang-type risk models

DOI10.1080/17442508.2013.872645zbMath1337.60227OpenAlexW2008166546MaRDI QIDQ2811099

Philippe Picard, Claude Lefèvre

Publication date: 10 June 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.872645

zbMATH Keywords

order statisticsAppell polynomialsfinite-time ruin probabilityAppell pseudopolynomialsErlang-type distribution

Mathematics Subject Classification ID

Related Items (2)

Approximating the probability density function of a transformation of random variables ⋮ More for less insurance model: an alternative to (re)insurance

Cites Work

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