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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest |
scientific article; zbMATH DE number 5315261 |
Statements
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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