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Persistent link: https://www.econbiz.de/10010259684
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...
Persistent link: https://www.econbiz.de/10010729660