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  • On the probability of reaching a barrier in an Erlang(2) risk process 

    Claramunt Bielsa, M. Mercè; Mármol, M. Teresa; Lacayo, Ramón A. (Institut d'Estadística de Catalunya, 2005)
    Open Access
    HolaIn this paper the process of aggregated claims in a non-life insurance portfolio as defined in the classical model of risk theory is modified. The Compound Poisson process is replaced with a more general renewal risk ...