On The Expected Discounted Penalty function for Lévy Risk Processes
نویسندگان
چکیده
منابع مشابه
On the expected discounted penalty function for a perturbed risk process driven by a subordinator
The Expected Discounted Penalty Function (EDPF) was introduced in a series of now classical papers [Gerber, H.U., Shiu, E.S.W., 1997. The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Insurance: Math. Econ. 21, 129–137; Gerber, H.U., Shiu, E.S.W., 1998a. On the time value of ruin. N. Am. Actuar. J. 2 (1), 48–78; Gerber, H.U., Shiu, E.S.W.,...
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ژورنال
عنوان ژورنال: North American Actuarial Journal
سال: 2006
ISSN: 1092-0277,2325-0453
DOI: 10.1080/10920277.2006.10597421