A Direct Approach to the Discounted Penalty Function
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2010.10597599
Reference31 articles.
1. Pricing equity default swaps under an approximation to the CGMY Levy model
2. The expected discounted penalty at ruin in the risk process with random income
3. The Workload in the M/G/1 Queue with Work Removal
4. A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
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