On the expectation of total discounted operating costs up to default and its applications (Q5320662)

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scientific article; zbMATH DE number 5582000
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On the expectation of total discounted operating costs up to default and its applications
scientific article; zbMATH DE number 5582000

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    On the expectation of total discounted operating costs up to default and its applications (English)
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    22 July 2009
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    claim cost
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    operating cost
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    time of ruin
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    time of absolute ruin
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    time of default
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    dividend barrier
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    piecewise-deterministic compound Poisson process
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    compound geometric distribution
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