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"On the decomposition of the absolute ruin probability in a perturbed ..."

Jun Cai, Hailiang Yang (2014)

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DOI: 10.1007/S10479-011-1032-Y

access: closed

type: Journal Article

metadata version: 2020-08-13

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Jun Cai, Hailiang Yang:
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. Ann. Oper. Res. 212(1): 61-77 (2014)

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