Thampi, K.K.; Jacob, M.J. - In: Journal of Risk Finance 11 (2010) February, pp. 204-220
Purpose – The purpose of this paper is to investigate how queueing theory has been applied to derive results for a Sparre Andersen risk process for which the claim inter-arrival distribution is hyper Erlang. Design/methodology/approach – The paper exploits the duality results between the...