Delayed capital injections for a risk process with Markovian arrivals
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Publication:2241638
DOI10.1007/s11009-020-09796-9zbMath1476.60127OpenAlexW3036239099MaRDI QIDQ2241638
Apostolos D. Papaioannou, A. S. Dibu, M. J. Jacob, Lewis Ramsden
Publication date: 9 November 2021
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-020-09796-9
Markov arrival processGerber-Shiu functionsystems of Fredholm integral equationsdelayed capital injectionsexpected discounted-accumulated capital injections until ruin
Continuous-time Markov processes on general state spaces (60J25) Fredholm integral equations (45B05) Risk models (general) (91B05)
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