메뉴 건너뛰기




Volumn 11, Issue 2, 2007, Pages 99-115

On the Class of Erlang Mixtures with Risk Theoretic Applications

Author keywords

[No Author keywords available]

Indexed keywords


EID: 43849089197     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2007.10597450     Document Type: Article
Times cited : (83)

References (22)
  • 1
    • 77955152533 scopus 로고    scopus 로고
    • Discussion of “On Optimal Dividend Strategies in the Compound Poisson Model
    • Cheung, Eric C. K. 2007. Discussion of “On Optimal Dividend Strategies in the Compound Poisson Model.” North American Actuarial Journal 11(1): 158-162.
    • (2007) North American Actuarial Journal , vol.11 , Issue.1 , pp. 158-162
    • Cheung, E.C.K.1
  • 2
    • 84948631262 scopus 로고
    • A Practical Solution to the Problem of Ultimate Ruin Probability
    • De Vylder, Florian. 1978. A Practical Solution to the Problem of Ultimate Ruin Probability. Scandinavian Actuarial Journal, 114-19.
    • (1978) Scandinavian Actuarial Journal , pp. 114-119
    • De Vylder, F.1
  • 3
    • 34247510723 scopus 로고    scopus 로고
    • The Density of the Time to Ruin for a Sparre Andersen Process with Erlang Arrivals and Exponential Claims
    • Dickson, David C. M., Barry D. Hughes, and Lianzeng Zhang. 2005. The Density of the Time to Ruin for a Sparre Andersen Process with Erlang Arrivals and Exponential Claims. Scandinavian Actuarial Journal, 358-76.
    • (2005) Scandinavian Actuarial Journal , pp. 358-376
    • Dickson, D.C.M.1    Hughes, B.D.2    Zhang, L.3
  • 4
    • 84972049017 scopus 로고
    • Recursive Calculation of Survival Probabilities
    • Dickson, David C. M., and Howard R. Waters. 1991. Recursive Calculation of Survival Probabilities. ASTIN Bulletin 21: 199-221.
    • (1991) ASTIN Bulletin , vol.21 , pp. 199-221
    • Dickson, D.C.M.1    Waters, H.R.2
  • 5
    • 85011519583 scopus 로고    scopus 로고
    • The Density of the Time to Ruin in the Classical Poisson Risk Model
    • Dickson, David C. M., and Gordon E. Willmot. 2005. The Density of the Time to Ruin in the Classical Poisson Risk Model. ASTIN Bulletin 35: 45-60.
    • (2005) ASTIN Bulletin , vol.35 , pp. 45-60
    • Dickson, D.C.M.1    Willmot, G.E.2
  • 6
    • 33847239513 scopus 로고    scopus 로고
    • Fitting Combinations of Exponentials to Probability Distributions
    • 2007
    • Dufresne, Daniel. 2006. Fitting Combinations of Exponentials to Probability Distributions. Applied Stochastic Models in Business and Industry, 2007, 23: 23-48.
    • (2006) Applied Stochastic Models in Business and Industry , vol.23 , pp. 23-48
    • Dufresne, D.1
  • 9
    • 85011452729 scopus 로고    scopus 로고
    • Explicit Solutions for Survival Probabilities in the Classical Risk Model
    • Garcia, Jorge M. A. 2005. Explicit Solutions for Survival Probabilities in the Classical Risk Model. ASTIN Bulletin 35: 113-30.
    • (2005) ASTIN Bulletin , vol.35 , pp. 113-130
    • Garcia, J.M.A.1
  • 10
    • 16844381682 scopus 로고    scopus 로고
    • The Time Value of Ruin in a Sparre Andersen Model
    • Gerber, Hans U., and Elias S. W. Shiu. 2005. The Time Value of Ruin in a Sparre Andersen Model. North American Actuarial Journal 9(2): 49-84.
    • (2005) North American Actuarial Journal , vol.9 , Issue.2 , pp. 49-84
    • Gerber, H.U.1    Shiu, E.S.W.2
  • 15
    • 38249029662 scopus 로고
    • Calculation of the Probability of Eventual Ruin by Beekman’s Convolution Series
    • Shiu, Elias S. W. 1988. Calculation of the Probability of Eventual Ruin by Beekman’s Convolution Series. Insurance: Mathematics and Economics 7: 41-47.
    • (1988) Insurance: Mathematics and Economics , vol.7 , pp. 41-47
    • Shiu, E.S.W.1
  • 19
    • 38249029524 scopus 로고
    • Further Use of Shiu’s Approach to the Evaluation of Ultimate Ruin Probabilities
    • Willmot, Gordon E. 1988. Further Use of Shiu’s Approach to the Evaluation of Ultimate Ruin Probabilities. Insurance: Mathematics and Economics 7: 275-81.
    • (1988) Insurance: Mathematics and Economics , vol.7 , pp. 275-281
    • Willmot, G.E.1
  • 20
    • 85011184651 scopus 로고    scopus 로고
    • On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin
    • Willmot, Gordon E. 2000. On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin. Scandinavian Actuarial Journal, 63-79.
    • (2000) Scandinavian Actuarial Journal , pp. 63-79
    • Willmot, G.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.