Ruin probabilities for Erlang(2) risk pr
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David C.M Dickson; Christian Hipp
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Article
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1998
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Elsevier Science
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English
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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