The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model
From MaRDI portal
Publication:5413856
DOI10.1080/15326349.2014.868736zbMath1293.91101OpenAlexW2328076047MaRDI QIDQ5413856
Kristina P. Sendova, Chen Yang
Publication date: 2 May 2014
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2014.868736
Laplace transformexpected discounted penalty functioncompound Poisson dual risk modeldiscounted moments of surpluslast jump before ruin
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- On the dual risk model with tax payments
- Optimal dividends in the dual model
- On a dual model with a dividend threshold
- A Direct Approach to a First-Passage Problem with Applications in Risk Theory
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
- Optimal Dividends in the Dual Model with Diffusion
- Factorization of a convolution-type integro-differential equation on the positive half line
- The Density of the Time to Ruin in the Classical Poisson Risk Model
- On the Time Value of Ruin
This page was built for publication: The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model