On the Class of Erlang Mixtures with Risk Theoretic Applications

Article Properties
Cite
Willmot, Gordon E., and Jae-Kyung Woo. “On the Class of Erlang Mixtures With Risk Theoretic Applications”. North American Actuarial Journal, vol. 11, no. 2, 2007, pp. 99-115, https://doi.org/10.1080/10920277.2007.10597450.
Willmot, G. E., & Woo, J.-K. (2007). On the Class of Erlang Mixtures with Risk Theoretic Applications. North American Actuarial Journal, 11(2), 99-115. https://doi.org/10.1080/10920277.2007.10597450
Willmot, Gordon E., and Jae-Kyung Woo. “On the Class of Erlang Mixtures With Risk Theoretic Applications”. North American Actuarial Journal 11, no. 2 (2007): 99-115. https://doi.org/10.1080/10920277.2007.10597450.
Willmot GE, Woo JK. On the Class of Erlang Mixtures with Risk Theoretic Applications. North American Actuarial Journal. 2007;11(2):99-115.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
“On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006 North American Actuarial Journal
  • Social Sciences: Finance
 2 2007
The Time Value of Ruin in a Sparre Andersen Model North American Actuarial Journal
  • Social Sciences: Finance
 188 2005
Fitting combinations of exponentials to probability distributions

 Applied Stochastic Models in Business and Industry
  • Technology: Manufactures: Production management. Operations management
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 76 2007
10.2143/AST.35.1.583168 ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2005
10.2143/AST.35.1.583165 ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2005
Citations
Title Journal Journal Categories Citations Publication Date
On approximation and estimation of distribution function of sum of independent random variables Statistical Papers
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2023
Risk aggregation with FGM copulas Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2 2023
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model Scandinavian Actuarial Journal
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Sociology (General)
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Ruin probabilities as functions of the roots of a polynomial

 Modern Stochastics: Theory and Applications
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
 1 2023
Remarks on a generalized inverse Gaussian type integral with applications Applied Mathematics and Computation
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2022
Citations Analysis
Category Category Repetition
Science: Mathematics62
Science: Mathematics: Probabilities. Mathematical statistics56
Social Sciences: Economic theory. Demography: Economics as a science40
Social Sciences: Commerce: Business38
Social Sciences: Statistics38
Social Sciences: Sociology (General)9
Social Sciences: Finance7
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods5
Technology: Manufactures: Production management. Operations management4
Technology: Engineering (General). Civil engineering (General)2
Science: Biology (General)1
Medicine: Medicine (General): Computer applications to medicine. Medical informatics1
Science: Chemistry: Organic chemistry: Biochemistry1
Social Sciences: Finance: Insurance1
Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
Science: Science (General): Cybernetics: Information theory1
The category Science: Mathematics 62 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Some Finite Time Ruin Problems and was published in 2007. The most recent citation comes from a 2023 study titled On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model. This article reached its peak citation in 2019, with 8 citations. It has been cited in 23 different journals, 8% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 18 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year