The perturbed compound Poisson risk process with investment and debit interest
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Publication:708784
DOI10.1007/s11009-008-9109-zzbMath1231.91255MaRDI QIDQ708784
Publication date: 14 October 2010
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-008-9109-z
asymptotic; compound Poisson process; stochastic Dirichlet problem; expected discounted penalty function; defective renewal equations; absolute ruin; debit interest
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