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

DOI10.1080/10920277.2007.10597492zbMath1480.91233OpenAlexW1968833694MaRDI QIDQ5019774

Saralees Nadarajah

Publication date: 10 January 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2007.10597492

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The distribution of the sum of independent gamma random variables
• The exact density of a general linear combination of gamma variates
• On sums of independent gamma eandom yariames

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