On the time to ruin for Erlang(2) risk processes
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- Gerber, Hans U. & Landry, Bruno, 1998. "On the discounted penalty at ruin in a jump-diffusion and the perpetual put option," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 263-276, July.
- Lin, X. Sheldon & Willmot, Gordon E., 1999. "Analysis of a defective renewal equation arising in ruin theory," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 63-84, September.
- Dickson, David C. M. & Hipp, Christian, 1998. "Ruin probabilities for Erlang(2) risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 251-262, July.
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