Report

On the expected discounted penalty function at ruin of a surplus process with interest

J Cai, DCM Dickson

Insurance: Mathematics and Economics | ELSEVIER SCIENCE BV | Published : 2002

DOI: 10.1016/S0167-6687(02)00120-8

University of Melbourne Researchers

Citation metrics

62Web of Science
67Scopus
83Dimensions

Keywords

Economics
Business & Economics
Laplace Transform
Mathematics, Interdisciplinary Applications
Surplus Prior To Ruin
Social Sciences
Statistics & Probability
Mathematics
Mathematical Methods in Social Sciences
Deficit at Ruin
Compound Poisson Process
Social Sciences, Mathematical Methods
Ruin Penalty Function
Volterra Equation
Physical Sciences
Science & Technology
Force of Interest
Interest Force