| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076666 | Insurance: Mathematics and Economics | 2013 | 6 Pages |
Abstract
⺠Killing yields more general results in a simple and transparent way. ⺠Some transforms can be seen as probabilities for related defective processes. ⺠Examples are given for the cases when claims or interarrivals are exponential. ⺠Comments on modulated risk processes and phase-type distributions are provided.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jevgenijs Ivanovs,