Total Duration of Negative Surplus for the Risk Process with Constant Interest Force
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Publication:5430135
DOI10.1080/07362990701568213zbMath1295.91056MaRDI QIDQ5430135
Publication date: 12 December 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990701568213
strong Markov property; interest; compound Poisson risk process; first-hitting time; total duration of negative surplus; renewal measure
Related Items
The perturbed compound Poisson risk process with investment and debit interest, Total duration of negative surplus for the dual model
Cites Work
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