An exact solution of the risk equation with a step current reserve function

MaRDI QIDQ5488426zbMATH OpenFDO

Authors Denys Kerekesha

Publication date 19 September 2006

Full work available at URL http://www.ams.org/tpms/2004-69-00/S0094-9000-05-00614-9/home.html

zbMATH Keywords

risk equationrisk process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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