A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
type: Item
instance of: scholarly article
title: A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
zbMATH Open document ID: 1231.91156
author: Eric C. K. Cheung
author: David Landriault
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6004678
zbMATH Keywords: generalized penalty function
zbMATH Keywords: maximum surplus level before ruin
zbMATH Keywords: Markovian arrival process
zbMATH Keywords: discounted joint distribution
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.07.009
OpenAlex ID: W1996097088
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DOI: 10.1016/J.INSMATHECO.2009.07.009
description: scientific article; zbMATH DE number 6004678