Journal article

On ruin for the Erlang(n) risk process

SM Li, J Garrido

Insurance: Mathematics & Economics | ELSEVIER SCIENCE BV | Published : 2004

DOI: 10.1016/j.insmatheco.2004.01.002

University of Melbourne Researchers

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Keywords

Ruin Time
Statistics & Probability
Mathematics
Social Sciences
Mathematics, Interdisciplinary Applications
Deficit at Ruin
Expected Discounted Penalty Due at Ruin
Science & Technology
Business & Economics
Sparre Andersen Risk Model
Physical Sciences
Deficit
Surplus
Surplus Before Ruin
Mathematical Methods in Social Sciences
Economics
Time
Moments
Social Sciences, Mathematical Methods
Erlang Claim Inter-Arrival Times