The perturbed compound Poisson risk process with investment and debit interest (Q708784)

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scientific article; zbMATH DE number 5800276
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The perturbed compound Poisson risk process with investment and debit interest
scientific article; zbMATH DE number 5800276

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    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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