Yang, Chen; Sendova, Kristina P. - In: Insurance: Mathematics and Economics 54 (2014) C, pp. 28-40
In this paper, we study the Sparre-Andersen dual risk model in which the times between positive gains are independently and identically distributed and have a generalized Erlang-n distribution. An important difference between this model and some other models such as the Erlang-n dual risk model...