The compound Poisson risk model with a threshold strategy under constant interest

MaRDI QIDQ2918345zbMATH OpenFDO

Authors Feiyue He, Xiangzeng Liu, Xingshi He, Wenzhi Zhao, Zhihua Li

Publication date 5 October 2012

Published in Basic Sciences Journal of Textile Universities (Search for Journal in Brave)

zbMATH Keywords

ruin probabilitydeficit at ruinexpected discounted penalty functionsurplus immediately before ruinintegro-differential function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial applications of other theories (91G80)

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