Expected discounted penalty function for a continuous-time compound binomial model:PDMP approach

MaRDI QIDQ3537021zbMATH OpenFDO

Authors Guoxin Liu, Yi Zhang

Publication date 24 November 2008

zbMATH Keywords

expected discounted penalty functionextended generatorimpulse integro-differential equationruin probability

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(2)

• scientific article; zbMATH DE number 6531822 (Why is no real title available?)
• On the expected discounted penalty function for the continuous-time compound binomial risk model

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