On a discrete risk model with two-sided jumps

DOI10.1016/j.cam.2010.01.047zbMath1188.91091MaRDI QIDQ966097

Hu Yang, Zhimin Zhang

Publication date: 27 April 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.01.047

zbMATH Keywords

generating function; discrete phase-type distribution; discounted penalty function; discrete renewal risk model

Mathematics Subject Classification ID

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