Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
type: Item
instance of: scholarly article
title: Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
zbMATH Open document ID: 1231.91250
author: Gordon E. Willmot
author: Jae-Kyung Woo
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6004669
zbMATH Keywords: Sparre Andersen risk process
zbMATH Keywords: \(K_{n}\) family of distributions
zbMATH Keywords: combination of Erlangs
zbMATH Keywords: mixtures of Erlangs
zbMATH Keywords: defective renewal equation
zbMATH Keywords: compound geometric distribution
zbMATH Keywords: ladder height
zbMATH Keywords: generalized Lundberg's fundamental equation
zbMATH Keywords: Lagrange polynomials
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.08.004
OpenAlex ID: W1970102885
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DOI: 10.1016/J.INSMATHECO.2009.08.004
description: scientific article; zbMATH DE number 6004669