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Counting distributions for an erlang process

โœ Scribed by John R.B. Whittlesey; Frank A. Haight

Book ID
105636565
Publisher
Springer Japan
Year
1961
Tongue
English
Weight
632 KB
Volume
13
Category
Article
ISSN
0020-3157

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In this paper we consider a risk process in which claim inter-arrival times have an Erlang(2) distribution. We consider the infinite time survival probability as a compound geometric random variable and give expressions from which both the survival probability from initial surplus zero and the ladde