Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force |
scientific article |
Statements
Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (English)
0 references
21 November 2005
0 references
risk process perturbed by diffusion under interest force
0 references
expected discounted penalty at ruin
0 references
twice continuous differentiability
0 references
integro-differential equation
0 references
