Browsing Theses by Author "Shi, Tianxiang"
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On the distribution of the time to ruin and related topics
Shi, Tianxiang (University of Waterloo, 2013-07-10)Following the introduction of the discounted penalty function by Gerber and Shiu (1998), significant progress has been made on the analysis of various ruin-related quantities in risk theory. As we know, the discounted ...