The deficit at ruin in the Sparre Andersen model with interest

DOI10.1007/BF02831960zbMath1151.91056OpenAlexW2063887584MaRDI QIDQ874329

Zhong-Xing Ye, Zhen-Hua Bao

Publication date: 5 April 2007

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02831960

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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