On the expectations of the present values of the time of ruin perturbed by diffusion

Insurance: Mathematics and Economics

Volumn 32, Issue 3, 2003, Pages 413-429

  Tsai, Cary Chi Liang ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Bound; Compound geometric distribution; Defective moments; Diffusion process; Explicit analytical solution; Reliability based class; Tijms type approximation

Indexed keywords

EID: 0042342659     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(03)00130-6     Document Type: Article

References (15)

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