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

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<dc:creator>Zhu, Wei </dc:creator>
<dc:creator>Springer Nature</dc:creator>
<dc:date>2025-08-11</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189528.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Teoría del riesgo</dc:subject>
<dc:subject xml:lang="es">Probabilidad de ruina</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Dependencia</dc:subject>
<dc:subject xml:lang="es">Ecuaciones diferenciales</dc:subject>
<dc:subject xml:lang="es">Modelización</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Ruin probabilities in an erlang risk model with dependence structure based on an independent gamma-distributed time window</dc:title>
<dc:relation xml:lang="es">En: European Actuarial Journal. - Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022. - 11/08/2025 Volume 15 - Number 2 - August  2025 , p. 921 - 947</dc:relation>
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