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On the convergence of the Extended Erlang- model

✍ Scribed by Guoping Zeng


Book ID
104046822
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
257 KB
Volume
52
Category
Article
ISSN
0895-7177

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## Abstract A review of analytical and computational properties of the mixed Erlang distribution is given in the context of risk analysis. Basic distributional properties are discussed, and examples of members of the class are provided. Its use in aggregate claims, stop‐loss analysis, and risk meas