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
    0 references
    0 references
    21 November 2005
    0 references
    0 references
    0 references
    0 references
    0 references
    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
    0 references