On the discounted penalty at ruin in a jump-diffusion model

DOI10.11650/TWJM/1500405951zbMath1220.60046OpenAlexW1751174554MaRDI QIDQ532942

Yuan-Chung Sheu, Yu-Ting Chen

Publication date: 6 May 2011

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11650/twjm/1500405951

zbMATH Keywords

integro-differential equationjump diffusiondiscounted penalty

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Financial applications of other theories (91G80)

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