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 Author Economics

David Dickson Author Economics

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9Web of Science

Keywords

Discounted Penalty

Erlang Risk Models

Statistics & Probability

Physical Sciences

Mathematical Methods in Social Sciences

Science & Technology

Social Sciences

Joint Distribution

Social Sciences, Mathematical Methods

Deficit at Ruin

Mathematics, Interdisciplinary Applications