The expected discounted penalty at ruin in the risk process with random income
type: Item
instance of: scholarly article
title: The expected discounted penalty at ruin in the risk process with random income
zbMATH Open document ID: 1158.60374
author: Zhenhua Bao
published in: Applied Mathematics and Computation
publication date: 2006-10-31T00:00:00Z
Mathematics Subject Classification ID: 60K20
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 5069132
zbMATH Keywords: defective renewal equation
zbMATH Keywords: compound geometric
zbMATH Keywords: expected discounted penalty function
zbMATH Keywords: ruin probability
MaRDI profile type: Publication
full work available at URL: j.amc.2005.11.106
OpenAlex ID: W1971702369
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cites work: Q4230625
cites work: Calculation of the probability of eventual ruin by Beekman's convolution series
cites work: Risk process with random income
cites work: Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
DOI: 10.1016/J.AMC.2005.11.106
description: scientific article; zbMATH DE number 5069132