On the absolute ruin in a MAP risk model with debit interest (Q2996570): Difference between revisions

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+https://doi.org/10.1239/aap/1300198513
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+W2041829661
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+On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
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+On the time value of absolute ruin with debit interest
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+A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
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+Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
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+The perturbed compound Poisson risk process with investment and debit interest
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