Conference Proceedings

The expected discounted penalty functions for a Markov-modulated risk model.

Yi Lu, Shuanming Li

INSURANCE MATHEMATICS & ECONOMICS | ELSEVIER SCIENCE BV | Published : 2006

University of Melbourne Researchers

Keywords

Social Sciences, Mathematical Methods
Physical Sciences
Mathematics, Interdisciplinary Applications
Statistics & Probability
Economics
Mathematical Methods in Social Sciences
Expected Discounted Penalty Function
Laplace Transform.
Social Sciences
Science & Technology
Business & Economics
Markov-Modulated Risk Model
Mathematics