The risk model of the expected discounted penalty function with constant interest force

DOI10.1016/S0252-9602(06)60076-3zbMath1152.60335OpenAlexW2079231870MaRDI QIDQ2507637

Shisong Mao, Li Liu

Publication date: 5 October 2006

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(06)60076-3

zbMATH Keywords

ruinintegral equationpenalty functiondeficit at ruinsurplus prior to ruin

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

On the time and the number of claims when the surplus drops below a certain level ⋮ On the generalized Gerber-Shiu function for surplus processes with interest

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