Artikel
A duality result for the generalized Erlang risk model
In this article, we consider the generalized Erlang risk model and its dual model. By using a conditional measure-preserving correspondence between the two models, we derive an identity for two interesting conditional probabilities. Applications to the discounted joint density of the surplus prior to ruin and the deficit at ruin are also discussed.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Risks ; ISSN: 2227-9091 ; Volume: 2 ; Year: 2014 ; Issue: 4 ; Pages: 456-466 ; Basel: MDPI
- Klassifikation
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Wirtschaft
- Thema
-
generalized Erlang risk model
conditional measure-preservation
the Lundberg fundamental equation
joint density
surplus prior to ruin
deficit at ruin
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Ji, Lanpeng
Zhang, Chunsheng
- Ereignis
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Veröffentlichung
- (wer)
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MDPI
- (wo)
-
Basel
- (wann)
-
2014
- DOI
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doi:10.3390/risks2040456
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Ji, Lanpeng
- Zhang, Chunsheng
- MDPI
Entstanden
- 2014
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