A Direct Approach to the Discounted Penalty Function

DOI10.1080/10920277.2010.10597599zbMath1219.91063MaRDI QIDQ3088982

Hailiang Yang, Hansjoerg Albrecher, Hans U. Gerber

Publication date: 23 August 2011

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://serval.unil.ch/resource/serval:BIB_34C00F94A9C8.P001/REF.pdf

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60K10: Applications of renewal theory (reliability, demand theory, etc.)

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