The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
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Publication:5019736
DOI10.1080/10920277.2007.10597456zbMath1480.91226MaRDI QIDQ5019736
Publication date: 10 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2007.10597456
45J05: Integro-ordinary differential equations
44A10: Laplace transform
91G05: Actuarial mathematics
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