The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
type: Item
instance of: scholarly article
title: The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
zbMATH Open document ID: 1141.91551
author: Rong Wu
author: Guojing Wang
published in: Insurance Mathematics \& Economics
publication date: 2008-08-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5315261
zbMATH Keywords: Brownian motion
zbMATH Keywords: constant force of interest
zbMATH Keywords: Gerber-Shiu expected discounted penalty function
zbMATH Keywords: time of ruin
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.12.003
OpenAlex ID: W2078189719
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DOI: 10.1016/J.INSMATHECO.2006.12.003
description: scientific article; zbMATH DE number 5315261