On the discounted distribution functions of the surplus process perturbed by diffusion.

DOI10.1016/S0167-6687(01)00067-1zbMath1074.91562MaRDI QIDQ1413277

Cary Chi-Liang Tsai

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Diffusion process; Time of ruin; Defective renewal equation; Discounted distribution function

Mathematics Subject Classification ID

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