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The expected discounted penalty at ruin in the risk process with random income · Study

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ArticleThe expected discounted penalty at ruin in the risk process with random income

Zhenhua Bao2006

Article2006

The expected discounted penalty at ruin in the risk process with random income

35 citations·0/0 files stored·Applied Mathematics and Computation

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Probability and Risk Models Probability and Statistical Research Insurance, Mortality, Demography, Risk Management

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References

1994Modelling of extremal events in insurance and finance 1991Aspects of Risk Theory 2001Stochastic Processes for Insurance and Finance 1998On the Time Value of Ruin 2000Stochastic Processes for Insurance and Finance 1999Analysis of a defective renewal equation arising in ruin theory 1988The surpluses immediately before and at ruin, and the amount of the claim causing ruin 2002On the expected discounted penalty function at ruin of a surplus process with interest

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Year2006

Typearticle

Published2006-01-23

VenueApplied Mathematics and Computation

ISSN-L0096-3003

Languageen

Citations35

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.amc.2005.11.106

openalex_workW1971702369

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