On the time to ruin for Erlang(2) risk processes

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    Author
    Dickson, DCM; Hipp, C
    Date
    2001-12-20
    Source Title
    Insurance: Mathematics and Economics
    Publisher
    ELSEVIER SCIENCE BV
    University of Melbourne Author/s
    Dickson, David
    Affiliation
    Economics and Commerce: Centre for Actuarial Studies
    Metadata
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    Document Type
    Journal Article
    Citations
    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 Access
    URI
    http://hdl.handle.net/11343/33667
    DOI
    10.1016/S0167-6687(01)00091-9
    Keywords
    Sparre Andersen risk process; classical risk model

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