The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327)

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scientific article; zbMATH DE number 5315261
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The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
scientific article; zbMATH DE number 5315261

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    The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (English)
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    22 August 2008
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    Brownian motion
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    constant force of interest
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    Gerber-Shiu expected discounted penalty function
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    time of ruin
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