On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures
type: Item
instance of: scholarly article
title: On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures
zbMATH Open document ID: 1339.60127
author: Michael V. Boutsikas
author: Demetrios L. Antzoulakos
author: Athanasios C. Rakitzis
published in: Journal of Computational and Applied Mathematics
publication date: 2015-11-13T00:00:00Z
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 65C50
zbMATH DE Number: 6508280
zbMATH Keywords: renewal risk model
zbMATH Keywords: two-sided first exit time
zbMATH Keywords: exponentially tilted probability measure
zbMATH Keywords: mixed Erlang distribution
zbMATH Keywords: numerical algorithm
MaRDI profile type: Publication
full work available at URL: j.cam.2015.08.013
OpenAlex ID: W1450126152
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DOI: 10.1016/J.CAM.2015.08.013
description: scientific article; zbMATH DE number 6508280