2015•Frontiers of MathematicsRequires access

Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang

Sun Guangkun, Shuaiqi Zhang, Guoxin Liu

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Key concepts: Erlang (programming language), Erlang distribution, Mathematics, Ruin theory, Martingale (probability theory), Risk process, Piecewise, Exponential function

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