a duality result for the generalized erlang risk model
Abstract
In this article, we consider the generalized Erlang risk model and its dual model. By using a conditional measure-preserving correspondence between the two models, we derive an identity for two interesting conditional probabilities. Applications to the discounted joint density of the surplus prior to ruin and the deficit at ruin are also discussed.
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259203
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0x95644003c57E6F55A65596E3D9Eac6813e3566dA
Article ID:
259203
Unique Identifier:
10.3390/risks2040456
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Scimatic Chain (ID: 481)
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