On the discounted penalty function in a Markov-dependent risk model

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	650-672
Journal	Insurance / Mathematics & economics
Volume	37
Issue number	3
Publication status	Published - 2005

Cite this

@article{fd0162ce526a4ceca6da218e401a33a6,

title = "On the discounted penalty function in a Markov-dependent risk model",

author = "Hansj{\"o}rg Albrecher and O.J. Boxma",

year = "2005",

language = "English",

volume = "37",

pages = "650--672",

journal = "Insurance / Mathematics & economics",

publisher = "Elsevier B.V.",

number = "3",

}