On the Time to Ruin for Erlang(2) Risk Model in a Markov Environment

Cong Gu, Shenghong Li, Bo Zhou. On the Time to Ruin for Erlang(2) Risk Model in a Markov Environment. In Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai, editors, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. pages 391-395, IEEE Computer Society, 2009. [doi]

Abstract

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