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On the expected discounted penalty function for a perturbed risk process driven by a subordinator
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References

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  • 2006On The Expected Discounted Penalty function for Lévy Risk Processes78 cited
  • 2001Spectrally negative Lévy processes with applications in risk theory

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Cited by

  • 2011Estimation of the expected discounted penalty function for Lévy insurance risks30 cited
  • 2016Estimating the Gerber–Shiu function by Fourier–Sinc series expansion29 cited
  • 2015Lévy insurance risk process with Poissonian taxation26 cited