On ruin for the Erlang(n) risk process

Insurance: Mathematics and Economics

Volumn 34, Issue 3, 2004, Pages 391-408

  Li, Shuanming ^a   Garrido, José ^a  

^a Gina Cody School of Engineering and Computer Science   (Canada)

Author keywords

Deficit at ruin; Erlang claim inter arrival times; Expected discounted penalty due at ruin; Ruin time; Sparre Andersen risk model; Surplus before ruin

Indexed keywords

EID: 2642568315     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.01.002     Document Type: Article

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