“On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007

DOI10.1080/10920277.2007.10597451zbMath1480.91198OpenAlexW2070822538MaRDI QIDQ5019731

David C. M. Dickson, Howard R. Waters

Publication date: 10 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2007.10597451

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Actuarial mathematics (91G05)

Cites Work

• The Density of the Time to Ruin in the Classical Poisson Risk Model

This page was built for publication: “On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007