Some results on absolute ruin in the perturbed insurance risk model with investment and debit interests
Year of publication: |
2013
|
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Authors: | Yu, Wenguang |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 625-634
|
Subject: | Absolute ruin | Threshold dividend strategy | Gerber-Shiu expected discounted penalty function | Moment-generating function | Confluent hypergeometric function | Risikomodell | Risk model | Theorie | Theory | Finanzmathematik | Mathematical finance |
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