Expected discounted penalty function for a thinning risk model

MaRDI QIDQ3571651zbMATH OpenFDO

Authors Jie Pan, Guojing Wang

Publication date 8 July 2010

zbMATH Keywords

expected discounted penalty functionPoisson processthinning

Mathematics Subject Classification ID

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

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(6)

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