Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi - In: European Journal of Operational Research 242 (2015) 1, pp. 134-148
In this paper, we study the finite-time ruin probability in a reasonably generalized dual risk model, where we assume any non-negative non-decreasing cumulative operational cost function and arbitrary capital gains arrival process. Establishing an enlightening link between this dual risk model...
