On a multi-threshold compound Poisson surplus process with interest (Q2866279): Difference between revisions
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Property / cites work: On the time value of absolute ruin with debit interest / rank | |||
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Property / cites work: Ruin Problems for Phase-Type(2) Risk Processes / rank | |||
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Property / cites work: On the Time Value of Ruin / rank | |||
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Property / cites work: On the time value of absolute ruin for a multi-layer compound Poisson model under interest force / rank | |||
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Latest revision as of 03:35, 7 July 2024
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English | On a multi-threshold compound Poisson surplus process with interest |
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On a multi-threshold compound Poisson surplus process with interest (English)
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13 December 2013
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compound Poisson model
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Gerber-Shiu function
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non-homogenous integro-differential equation
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