On the discounted penalty at ruin in a jump-diffusion model
type: Item
instance of: scholarly article
title: On the discounted penalty at ruin in a jump-diffusion model
zbMATH Open document ID: 1220.60046
author: Yu-Ting Chen
author: Yuan-Chung Sheu
published in: Taiwanese Journal of Mathematics
publication date: 2011-05-06T00:00:00Z
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5885164
zbMATH Keywords: jump diffusion
zbMATH Keywords: integro-differential equation
zbMATH Keywords: discounted penalty
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.11650/twjm/1500405951
OpenAlex ID: W1751174554
DOI: 10.11650/TWJM/1500405951
description: scientific article; zbMATH DE number 5885164