On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (Q267898)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model |
scientific article |
Statements
On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model (English)
0 references
12 April 2016
0 references
classical risk model
0 references
finite-time ruin probability
0 references
surplus before ruin
0 references
deficit after ruin
0 references
expected penalty function
0 references
0 references
0 references
0 references
