On a generalization of the expected discounted penalty function to include deficits at and beyond ruin
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s13385-014-0090-3.pdf
Reference16 articles.
1. Asmussen S, Albrecher H (2010) Ruin probabilities. World Scientific Publishing, London
2. Bertoin J (1996) Lévy processes. Cambridge University Press, Cambridge
3. Biffis E, Kyprianou A (2010) A note on scale function and the time value of ruin. Insur Math Econ 46:85–91
4. Biffis E, Morales M (2010) On a generalization of the Gerber–Shiu function to path-dependent penalities. Insur Math Econ 46:92–97
5. Dufresne F, Gerber H (1991) Risk theory for the compound Poisson process that is perturbed by diffusion. Insur Math Econ 10:51–59
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