A Generalization of the Discounted Penalty Function in Ruin Theory

As ruin theory evolves in recent years, there has been a variety of quantities pertaining to an insurer's bankruptcy at the centre of focus in the literature. Despite the fact that these quantities are distinct from each other, it was brought to our attention that many solution methods apply to...

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Bibliographic Details
Main Author: Feng, Runhuan
Language:en
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10012/3870