Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times

DOI10.1080/03461238.2018.1525423zbMath1411.91271OpenAlexW2895343624MaRDI QIDQ5376475

Eric C. K. Cheung, Runhuan Feng

Publication date: 10 May 2019

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2018.1525423

zbMATH Keywords

potential measuressurplus-dependent premiumstationary renewal risk modeldiscounted operating costs until ruinsparre Andersen risk model

Mathematics Subject Classification ID

Related Items (1)

Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation

Cites Work

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