A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Year of publication: |
2010
|
---|---|
Authors: | Cheung, Eric C. K. ; Landriault, David |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 1, p. 127-134
|
Subject: | Risiko | Risk | Theorie | Theory | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory |
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