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‘Risk modelling with the mixed Erlang distribution’ by G. E. Willmot and S. Lin

✍ Scribed by David A. Stanford

Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
52 KB
Volume
27
Category
Article
ISSN
1524-1904

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Risk modelling with the mixed Erlang dis
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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

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