Concepedia

The expected discounted penalty function under a risk model with stochastic income

Chantal Labbé, Kristina P. Sendova

Applied Mathematics and Computation · 2009 · 45 citations · 18 references

DOI

Concepts

References

18

Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables

J. W. W., Milton Abramowitz, Irene A. Stegun · Mathematics of Computation · 1965 · 19.1K citations

, , +11

Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables

D. B. Owen, Milton Abramowitz, Irene A. Stegun · Technometrics · 1965 · 16.5K citations

, , +11

Handbook of Mathematical Functions with Formulas

D. B. Owen · Technometrics · 1965 · 4.1K citations

, , +1

On the Time Value of Ruin

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 1998 · 793 citations

, , +16

On the time to ruin for Erlang(2) risk processes

David Dickson, Christian Hipp · Insurance Mathematics and Economics · 2001 · 274 citations · Full text

, , +9