On the time to ruin for Erlang(2) risk processes
Author
Dickson, DCM; Hipp, CDate
2001-12-20Source Title
INSURANCE MATHEMATICS & ECONOMICSPublisher
ELSEVIER SCIENCE BVUniversity of Melbourne Author/s
Dickson, DavidAffiliation
Economics and Commerce: Centre for Actuarial StudiesMetadata
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Journal ArticleCitations
Dickson, D. C. M. & Hipp, C. (2001). On the time to ruin for Erlang(2) risk processes. INSURANCE MATHEMATICS & ECONOMICS, 29 (3), pp.333-344. https://doi.org/10.1016/S0167-6687(01)00091-9.Access Status
Open AccessKeywords
Sparre Andersen risk process; classical risk modelExport Reference in RIS Format
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