On the distribution of the time to ruin and related topics
Following the introduction of the discounted penalty function by Gerber and Shiu (1998), significant progress has been made on the analysis of various ruin-related quantities in risk theory. As we know, the discounted penalty function not only provides a systematic platform to jointly analyze variou...
| Main Author: | |
|---|---|
| Language: | en |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10012/7648 |