The perturbed compound Poisson risk model with two-sided jumps

DOI10.1016/j.cam.2009.09.014zbMath1185.91198MaRDI QIDQ2654186

Hu Yang, Zhimin Zhang, Shuanming Li

Publication date: 15 January 2010

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

Full work available at URL: https://doi.org/10.1016/j.cam.2009.09.014

zbMATH Keywords

Laplace transform; asymptotic formula; compound Poisson risk model; defective renewal equation; discounted penalty function

Mathematics Subject Classification ID

91G80: Financial applications of other theories

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