On the time and the number of claims when the surplus drops below a certain level
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.2014.954607
Reference21 articles.
1. On the expected discounted penalty function at ruin of a surplus process with interest
2. Martingales and insurance risk
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