On the moments of the surplus process perturbed by diffusion
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference12 articles.
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3. Gerber, H.U., 1970. An extension of the renewal equation and its application in the collective theory of risk. Skandinavisk Aktuarietidskrift, 205–210.
4. On the discounted penalty at ruin in a jump-diffusion and the perpetual put option;Gerber;Insurance: Mathematics and Economics,1998
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