On the Evaluation of Expected Penalties at Claim Instants That Cause Ruin in the Classical Risk Model

Yi Lu ()
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Yi Lu: Simon Fraser University

Methodology and Computing in Applied Probability, 2016, vol. 18, issue 1, 237-255

Keywords: Classical risk model; Finite-time ruin probability; Surplus before ruin; Deficit after ruin; Expected penalty function.; Primary 90B70 62E99; Secondary 91D35 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s11009-014-9413-8

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