Matches in SemOpenAlex for { <https://semopenalex.org/work/W2161068659> ?p ?o ?g. }
Showing items 1 to 94 of
94
with 100 items per page.
- W2161068659 endingPage "167" @default.
- W2161068659 startingPage "147" @default.
- W2161068659 abstract "In this paper we consider a risk process in which claim inter-arrival times have a phase-type(2) distribution, a distribution with a density satisfying a second order linear differential equation. We consider some ruin related problems. In particular, we consider the compound geometric representation of the infinite time survival probability, as well as the (defective) distributions of the surplus immediately prior to ruin and of the deficit at ruin. We also consider explicit solutions for the infinite time ruin probability in the case where the individual claim amount distribution is phase-type." @default.
- W2161068659 created "2016-06-24" @default.
- W2161068659 creator A5011665714 @default.
- W2161068659 creator A5043095313 @default.
- W2161068659 date "2000-01-01" @default.
- W2161068659 modified "2023-10-12" @default.
- W2161068659 title "Ruin Problems for Phase-Type(2) Risk Processes" @default.
- W2161068659 cites W1986927323 @default.
- W2161068659 cites W1997277199 @default.
- W2161068659 cites W1997675080 @default.
- W2161068659 cites W2051061005 @default.
- W2161068659 cites W2071353079 @default.
- W2161068659 cites W4235413109 @default.
- W2161068659 doi "https://doi.org/10.1080/034612300750066836" @default.
- W2161068659 hasPublicationYear "2000" @default.
- W2161068659 type Work @default.
- W2161068659 sameAs 2161068659 @default.
- W2161068659 citedByCount "28" @default.
- W2161068659 countsByYear W21610686592013 @default.
- W2161068659 countsByYear W21610686592014 @default.
- W2161068659 countsByYear W21610686592015 @default.
- W2161068659 countsByYear W21610686592017 @default.
- W2161068659 countsByYear W21610686592018 @default.
- W2161068659 countsByYear W21610686592021 @default.
- W2161068659 crossrefType "journal-article" @default.
- W2161068659 hasAuthorship W2161068659A5011665714 @default.
- W2161068659 hasAuthorship W2161068659A5043095313 @default.
- W2161068659 hasConcept C10138342 @default.
- W2161068659 hasConcept C105795698 @default.
- W2161068659 hasConcept C110121322 @default.
- W2161068659 hasConcept C120375044 @default.
- W2161068659 hasConcept C134306372 @default.
- W2161068659 hasConcept C149441793 @default.
- W2161068659 hasConcept C162324750 @default.
- W2161068659 hasConcept C17744445 @default.
- W2161068659 hasConcept C182306322 @default.
- W2161068659 hasConcept C186659197 @default.
- W2161068659 hasConcept C18903297 @default.
- W2161068659 hasConcept C197055811 @default.
- W2161068659 hasConcept C199539241 @default.
- W2161068659 hasConcept C2776359362 @default.
- W2161068659 hasConcept C2777299769 @default.
- W2161068659 hasConcept C28826006 @default.
- W2161068659 hasConcept C29859451 @default.
- W2161068659 hasConcept C2986432223 @default.
- W2161068659 hasConcept C33923547 @default.
- W2161068659 hasConcept C39947850 @default.
- W2161068659 hasConcept C55350006 @default.
- W2161068659 hasConcept C86803240 @default.
- W2161068659 hasConcept C94625758 @default.
- W2161068659 hasConceptScore W2161068659C10138342 @default.
- W2161068659 hasConceptScore W2161068659C105795698 @default.
- W2161068659 hasConceptScore W2161068659C110121322 @default.
- W2161068659 hasConceptScore W2161068659C120375044 @default.
- W2161068659 hasConceptScore W2161068659C134306372 @default.
- W2161068659 hasConceptScore W2161068659C149441793 @default.
- W2161068659 hasConceptScore W2161068659C162324750 @default.
- W2161068659 hasConceptScore W2161068659C17744445 @default.
- W2161068659 hasConceptScore W2161068659C182306322 @default.
- W2161068659 hasConceptScore W2161068659C186659197 @default.
- W2161068659 hasConceptScore W2161068659C18903297 @default.
- W2161068659 hasConceptScore W2161068659C197055811 @default.
- W2161068659 hasConceptScore W2161068659C199539241 @default.
- W2161068659 hasConceptScore W2161068659C2776359362 @default.
- W2161068659 hasConceptScore W2161068659C2777299769 @default.
- W2161068659 hasConceptScore W2161068659C28826006 @default.
- W2161068659 hasConceptScore W2161068659C29859451 @default.
- W2161068659 hasConceptScore W2161068659C2986432223 @default.
- W2161068659 hasConceptScore W2161068659C33923547 @default.
- W2161068659 hasConceptScore W2161068659C39947850 @default.
- W2161068659 hasConceptScore W2161068659C55350006 @default.
- W2161068659 hasConceptScore W2161068659C86803240 @default.
- W2161068659 hasConceptScore W2161068659C94625758 @default.
- W2161068659 hasIssue "2" @default.
- W2161068659 hasLocation W21610686591 @default.
- W2161068659 hasOpenAccess W2161068659 @default.
- W2161068659 hasPrimaryLocation W21610686591 @default.
- W2161068659 hasRelatedWork W1584036441 @default.
- W2161068659 hasRelatedWork W2073365822 @default.
- W2161068659 hasRelatedWork W2352668269 @default.
- W2161068659 hasRelatedWork W2354594548 @default.
- W2161068659 hasRelatedWork W2366272315 @default.
- W2161068659 hasRelatedWork W2367418945 @default.
- W2161068659 hasRelatedWork W2372559012 @default.
- W2161068659 hasRelatedWork W2626829540 @default.
- W2161068659 hasRelatedWork W2772626097 @default.
- W2161068659 hasRelatedWork W2901314747 @default.
- W2161068659 hasVolume "2000" @default.
- W2161068659 isParatext "false" @default.
- W2161068659 isRetracted "false" @default.
- W2161068659 magId "2161068659" @default.
- W2161068659 workType "article" @default.