On the discounted distribution functions of the surplus process perturbed by diffusion.
type: Item
instance of: scholarly article
title: On the discounted distribution functions of the surplus process perturbed by diffusion.
zbMATH Open document ID: 1074.91562
DOI: 10.1016/S0167-6687(01)00067-1
author: Cary Chi-Liang Tsai
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2003988
zbMATH Keywords: Discounted distribution function
zbMATH Keywords: Time of ruin
zbMATH Keywords: Diffusion process
zbMATH Keywords: Defective renewal equation
MaRDI profile type: Publication
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Wikidata QID: Q127683710
description: scientific article; zbMATH DE number 2003988