When does the surplus reach a given target?
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Publication:808143
DOI10.1016/0167-6687(90)90022-6zbMath0731.62153OpenAlexW2006643747MaRDI QIDQ808143
Publication date: 1990
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(90)90022-6
risk theorymartingale methodsurplus processgeneralized Poisson distributionfirst and last passage timesLagrange's formula
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic processes (60G99)
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