Expected discounted penalty function of Erlang(2) risk model with constant interest
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Publication:854558
DOI10.1007/s11766-003-0001-xzbMath1102.60075MaRDI QIDQ854558
Lixia Xu, Cihua Liu, Gaoqin Nie
Publication date: 5 December 2006
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-003-0001-x
Laplace transform; integro-differential equation; interest rate; defective renewal equation; expected discounted penalty function; Erlang(2) process
62P05: Applications of statistics to actuarial sciences and financial mathematics
60K05: Renewal theory
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