Ben-Salah, Zied; H\'el\`ene Gu\'erin; Morales, Manuel; … - arXiv.org - 2014
The field of risk theory has traditionally focused on ruin-related quantities. In particular, the socalled Expected Discounted Penalty Function has been the object of a thorough study over the years. Although interesting in their own right, ruin related quantities do not seem to capture...