The perturbed compound Poisson risk process with investment and debit interest (Q708784)
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scientific article; zbMATH DE number 5800276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The perturbed compound Poisson risk process with investment and debit interest |
scientific article; zbMATH DE number 5800276 |
Statements
The perturbed compound Poisson risk process with investment and debit interest (English)
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14 October 2010
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compound Poisson process
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absolute ruin
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expected discounted penalty function
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debit interest
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asymptotic
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defective renewal equations
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stochastic Dirichlet problem
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