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Publication:3641697
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zbMATH Open1199.91080MaRDI QIDQ3641697

Rong Wu, Jing-Min He

Publication date: 11 November 2009



Title of this publication is not available (Why is that?)


zbMATH Keywords

ruin probabilitypiecewise deterministic Markov processexpected discounted penalty function


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)



Related Items (7)

Computing the finite-time expected discounted penalty function for a family of Lévy risk processes ⋮ On the expected discounted penalty function for risk process with tax ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Martingales and insurance risk ⋮ Generalized expected discounted penalty function at general drawdown for Lévy risk processes ⋮ On the discounted penalty function in a Markov-dependent risk model






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