Ruin probabilities in an erlang risk model with dependence structure based on an independent gamma-distributed time window

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      <subfield code="a">Ruin probabilities in an erlang risk model with dependence structure based on an independent gamma-distributed time window</subfield>
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      <subfield code="a">The 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</subfield>
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      <subfield code="g">11/08/2025 Volume 15 - Number 2 - August  2025 , p. 921 - 947</subfield>
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