| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4631703 | Applied Mathematics and Computation | 2010 | 7 Pages |
Abstract
In this paper we deal with the risk reserve process with stochastic premium function. We assume that the premiums sizes have exponential distribution with the rate depending on some threshold level. The representation for the discounted defective joint density of surplus and deficit at ruin is obtained.
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Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ie. Karnaukh,