Yang Hu, Huang Wenting. The Time Value of Absolute Ruin for a General Risk Model[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(4): 380-390.
Citation: Yang Hu, Huang Wenting. The Time Value of Absolute Ruin for a General Risk Model[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(4): 380-390.

The Time Value of Absolute Ruin for a General Risk Model

  • Absolute ruin, expected discounted penalty function, integro-differential equation, probability of recovery.
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