most citedOn a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin

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math.PR2012★ 1 cited

On a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin

Zied Ben Salah

In this chapter we propose an extended concept of the expected discounted penalty function (EDPF) that takes into account new ruin-related random variables. We add to the EDPF, whi…