Ruin probabilities in an erlang risk model with dependence structure based on an independent gamma-distributed time window
Contenido multimedia no disponible por derechos de autor o por acceso restringido. Contacte con la institución para más información.
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20260002965 | ||
| 003 | MAP | ||
| 005 | 20260211184637.0 | ||
| 008 | 260206e20250811che|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20200018810$aZhu, Wei | |
| 245 | 1 | 0 | $aRuin probabilities in an erlang risk model with dependence structure based on an independent gamma-distributed time window$cWei Zhu |
| 520 | $aThe document presents an Erlang-type actuarial risk model in which both the premium rate and the claim size distribution depend on a gamma-distributed random time window. It derives the fractional equations governing ruin probabilities and provides explicit solutions for certain classes of distributions, illustrated with numerical examples. The study proposes a more flexible and realistic approach to capturing the relationship between claim frequency and severity, offering analytical tools that enhance risk theory and actuarial management | ||
| 650 | 4 | $0MAPA20080582951$aTeoría del riesgo | |
| 650 | 4 | $0MAPA20080603069$aProbabilidad de ruina | |
| 650 | 4 | $0MAPA20080592011$aModelos actuariales | |
| 650 | 4 | $0MAPA20080557799$aDependencia | |
| 650 | 4 | $0MAPA20080613877$aEcuaciones diferenciales | |
| 650 | 4 | $0MAPA20080563448$aModelización | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 710 | 2 | $0MAPA20200009078$aSpringer Nature | |
| 773 | 0 | $wMAP20220007085$g11/08/2025 Volume 15 - Number 2 - August 2025 , p. 921 - 947$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022 |