The Gerber–Shiu discounted penalty function in the delayed renewal risk process with random income
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference13 articles.
1. Ruin Probabilities;Asmussen,2000
2. Z.H. Bao, The expected discounted penalty at ruin in the risk process with random income, Applied Mathematics and Computation, in press, doi:10.1016/j.amc.2005.11.106.
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4. The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin;Gerber;Insurance: Mathematics and Economics,1997
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