The compound Poisson risk model with a threshold strategy under constant interest (Q2918345)
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scientific article; zbMATH DE number 6091946
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| English | The compound Poisson risk model with a threshold strategy under constant interest |
scientific article; zbMATH DE number 6091946 |
Statements
5 October 2012
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expected discounted penalty function
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ruin probability
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integro-differential function
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deficit at ruin
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surplus immediately before ruin
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The compound Poisson risk model with a threshold strategy under constant interest (English)
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0.935181736946106
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0.9337837100028992
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0.917229950428009
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0.8945457935333252
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