Some advances on the Erlang(n) dual risk model
Year of publication: |
2015
|
---|---|
Authors: | Rodríguez-Martíneza, Eugenio V. ; Cardoso, Rui M. R. ; Reis, Alfredo D. Egídio dos |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 1, p. 127-150
|
Subject: | Dual risk model | Erlang(n) interarrival times | Phase-Type distribution | generalized Lundberg's equation | ruin probability | time of ruin | expected discounted dividends | Risikomodell | Risk model | Theorie | Theory | Portfolio-Management | Portfolio selection | Versicherungsmathematik | Actuarial mathematics | Wahrscheinlichkeitsrechnung | Probability theory |
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