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Volumn 36, Issue 2, 2005, Pages 179-193

On the expected discounted penalty functions for two classes of risk processes

Author keywords

Compound Poisson process; Generalized Erlang risk process; Generalized Lundberg's fundamental equation; Integro differential equations; Martingale; Penalty functions; Wiener process

Indexed keywords


EID: 16844384509     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.12.002     Document Type: Article
Times cited : (31)

References (16)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.