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Journal article

Erlang risk models and finite time ruin problems

David CM Dickson, Shuanming Li

Scandinavian Actuarial Journal | TAYLOR & FRANCIS LTD | Published : 2012

DOI: 10.1080/03461238.2010.499261

University of Melbourne Researchers

Shuanming Li's Profile Picture
Shuanming Li Author Economics

David Dickson's Profile Picture
David Dickson Author Economics

Citation metrics

9Web of Science
8Scopus

Keywords

Discounted Penalty
Erlang Risk Models
Statistics & Probability
Physical Sciences
Mathematics
Mathematical Methods in Social Sciences
Science & Technology
Social Sciences
Joint Distribution
Social Sciences, Mathematical Methods
Time of Ruin
Deficit at Ruin
Mathematics, Interdisciplinary Applications

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