On the expected discounted penalty function for the continuous-time compound binomial risk model
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Publication:951197
DOI10.1016/j.spl.2008.02.020zbMath1169.62087OpenAlexW1970506353MaRDI QIDQ951197
Publication date: 30 October 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.020
Applications of statistics to actuarial sciences and financial mathematics (62P05) Laplace transform (44A10)
Cites Work
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
- Ruin probability in the continuous-time compound binomial model
- On the expected discounted penalty function at ruin of a surplus process with interest.
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
- On the expected discounted penalty functions for two classes of risk processes
- On the Time Value of Ruin