Risk modelling with the mixed Erlang distribution by Gordon E. Willmot and X. Sheldon Lin: Rejoinder

doi:10.1002/asmb.839

Risk modelling with the mixed Erlang distribution by Gordon E. Willmot and X. Sheldon Lin: Rejoinder

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.839 ◽

2011 ◽

Vol 27 (1) ◽

pp. 21-22

Keyword(s):

Erlang Distribution ◽

Risk Modelling

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‘Risk modelling with the mixed Erlang distribution’ by G. E. Willmot and S. Lin

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.843 ◽

2011 ◽

Vol 27 (1) ◽

pp. 17-18 ◽

Cited By ~ 2

Author(s):

David A. Stanford

Keyword(s):

Erlang Distribution ◽

Risk Modelling

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Risk modelling with the mixed Erlang distribution

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.838 ◽

2010 ◽

Vol 27 (1) ◽

pp. 2-16 ◽

Cited By ~ 34

Author(s):

Gordon E. Willmot ◽

X. Sheldon Lin

Keyword(s):

Erlang Distribution ◽

Risk Modelling

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Discussion of ‘Risk Modelling with the Mixed Erlang Distribution’ by Gordon E. Willmot and X. Sheldon Lin

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.831 ◽

2011 ◽

Vol 27 (1) ◽

pp. 19-20 ◽

Cited By ~ 1

Author(s):

José Garrido

Keyword(s):

Erlang Distribution ◽

Risk Modelling

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The Approximation of Sum of Independent Distributions by the Erlang Distribution Function

Nonlinear Analysis Modelling and Control ◽

10.15388/na.2002.7.1.15202 ◽

2002 ◽

Vol 7 (1) ◽

pp. 55-60 ◽

Cited By ~ 1

Author(s):

Antanas Karoblis

Keyword(s):

Distribution Function ◽

Exponential Distribution ◽

Queueing Theory ◽

Erlang Distribution ◽

Estimation Of Error

The exponential distribution and the Erlang distribution function are been used in numerous areas of mathematics, and specifically in the queueing theory. Such and similar applications emphasize the importance of estimation of error of approximation by the Erlang distribution function. The article gives an analysis and technique of error’s estimation of an accuracy of such approximation, especially in some specific cases.

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