The expected discounted penalty function : from infinite time to finite time
Shuanming Li, Yi Lu and Kristina P. Sendova
| Year of publication: |
2019
|
|---|---|
| Authors: | Li, Shuanming ; Lu, Yi ; Sendova, Kristina P. |
| Subject: | Finite-time expected discounted penalty function | Laplace transform | parabolic cylinder function | partial integro-differential equation | perturbed risk model | Theorie | Theory | Erwartungsbildung | Expectation formation | Finanzmathematik | Mathematical finance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2018.1560955 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194954