The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327): Difference between revisions
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Revision as of 20:36, 19 March 2024
scientific article
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English | The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest |
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The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (English)
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22 August 2008
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Brownian motion
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constant force of interest
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Gerber-Shiu expected discounted penalty function
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time of ruin
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