On the probability of reaching a barrier in an Erlang(2) risk process - Search Results

Search collections:

Sort by:	Display results:	Output format:

Results overview: Found 1 records in 0.04 seconds.
Articles, 1 records found

Articles	1 records found

14 p, 126.3 KB

On the probability of reaching a barrier in an Erlang(2) risk process / Claramunt Bielsa, M. Mercè 1964- (Universitat de Barcelona) ; Mármol, Maite (Universitat de Barcelona) ; Lacayo, Ramon A. (Universitat Autònoma de Barcelona)
In this paper the process of aggregated claims in a non-life insurance portfolio as defined in the classical model of risk theory is modified. The Compound Poisson process is replaced with a more general renewal risk process with interoccurrence times of Erlangian type. [...]
2005
SORT : statistics and operations research transactions, Vol. 29, Núm. 2 (July-December 2005) , p. 235-248

Detailed record -

Interested in being notified about new results for this query?
Set up a personal email alert or subscribe to the RSS feed.