On the absolute ruin problem in a Sparre Andersen risk model with constant interest
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Publication:2427823
DOI10.1016/j.insmatheco.2011.10.009zbMath1235.91100OpenAlexW2090050445MaRDI QIDQ2427823
Andrei L. Badescu, Ilie-Radu Mitric, David A. Stanford
Publication date: 18 April 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.10.009
Markovian arrival processGerber-Shiu discounted penalty functionabsolute ruinmatrix-exponential distribution
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Related Items (2)
On the generalized Gerber-Shiu function for surplus processes with interest ⋮ The perturbed Sparre Andersen model with interest and a threshold dividend strategy
Cites Work
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