On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model

DOI10.1007/s11009-014-9413-8zbMath1334.90063OpenAlexW2053767707MaRDI QIDQ267898

Yi Lu

Publication date: 12 April 2016

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-014-9413-8

zbMATH Keywords

classical risk modeldeficit after ruinexpected penalty functionfinite-time ruin probabilitysurplus before ruin

Mathematics Subject Classification ID

Manpower systems in sociology (91D35) Theory of organizations, manpower planning in operations research (90B70) Statistical distribution theory (62E99)

Cites Work

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