Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation
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Publication:6670086
DOI10.1007/s42081-024-00244-3MaRDI QIDQ6670086
Ye Teng, Jiayi Xie, Zhimin Zhang
Publication date: 22 January 2025
Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)
approximationbivariate risk modeloperating costs until ruinthe expected present value of dividend payments before ruintwo-dimensional Fourier-cosine series
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