The expected discounted penalty function under a risk model with stochastic income

DOI10.1016/j.amc.2009.07.049zbMath1181.91100OpenAlexW1970455908MaRDI QIDQ1045826

Kristina P. Sendova, Chantal Labbé

Publication date: 16 December 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.07.049

zbMATH Keywords

defective renewal equationexpected discounted penalty functionLaplace transform of the time to ruinprobability of ruinErlang\((n, \beta)\) premium distribution

Mathematics Subject Classification ID

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