The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model (Q5413856)
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scientific article; zbMATH DE number 6291217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model |
scientific article; zbMATH DE number 6291217 |
Statements
The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model (English)
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2 May 2014
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compound Poisson dual risk model
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discounted moments of surplus
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last jump before ruin
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Laplace transform
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expected discounted penalty function
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