Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5077089 | Insurance: Mathematics and Economics | 2012 | 12 Pages |
Abstract
⺠We consider the absolute ruin problem. ⺠We present a general methodology to analyze the GS functions. ⺠We obtain explicit ruin probabilities for generalized Erlang (2) claims.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ilie-Radu Mitric, Andrei L. Badescu, David A. Stanford,