… CramérLundberg risk model when claim sizes have an arbitrary continuous distribution. We
… In the gamma distribution case the convergence is fast and we took ϵ = 0 which was numer…

… In this section we demonstrate that many distributions are of mixed Erlang form, essentially
by changing the … In the next section we consider fitting of mixed Erlang distributions to data. …

… , mixed Erlang distribution has been chosen as a claim size model for the individual risk of
the … One of the main advantages of the mixed Erlang distribution in insurance risk modelling is …

… in financial risk analysis. … mixed Erlang (ME) distribution which is lower truncated at t l ≥ 0
and upper truncated at t > t l . More specifically, we consider a mixture of M Erlang distributions …

… of mixed Erlang distributions is … mixed Erlang distribution. More precisely, we propose to
approximate a distribution with known moments by a moment-matching mixed Erlang distribution…

… ABSTRACT In this paper the analysis of the collective risk model assuming Erlang loss, when
… of this discrete model, analytical expressions for the aggregate claim size distribution in …

… mixing weights and scale parameter of the model but also estimates the shape parameters
of the model … An Erlang distribution has probability density function (pdf) (2.1) f ( x | m , θ ) = x …

… , mixed Erlang distribution has been chosen as a claim size model for the individual risk of
the … One of the main advantages of the mixed Erlang distribution in insurance risk modeling is …

… , mixed Erlang distribution has been chosen as a claim size model for the individual risk of
the … One of the main advantages of the mixed Erlang distribution in insurance risk modeling is …

… risk model, in that we first solve for the auxiliary function φ. … We have chosen the simplest
mixed exponential distribution simply to … for the classical risk model also apply to our model. …