A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model
Work
Year: 2008
Type: article
Source: Statistics & Probability Letters
Author Jiandong Ren
Institution Western University
Cites: 19
Cited by:
Related to: 10
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Citation percentile (by year/subfield):
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed