Browsing University of Waterloo by Subject "Piecewise-deterministic Markov process"
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A Generalization of the Discounted Penalty Function in Ruin Theory
(University of Waterloo, 2008-08-21)As ruin theory evolves in recent years, there has been a variety of quantities pertaining to an insurer's bankruptcy at the centre of focus in the literature. Despite the fact that these quantities are distinct from each ...