Chantal Labbé, Kristina P. Sendova. The expected discounted penalty function under a risk model with stochastic income. Applied Mathematics and Computation, 215(5):1852-1867, 2009. [doi]
@article{LabbeS09,
title = {The expected discounted penalty function under a risk model with stochastic income},
author = {Chantal Labbé and Kristina P. Sendova},
year = {2009},
doi = {10.1016/j.amc.2009.07.049},
url = {http://dx.doi.org/10.1016/j.amc.2009.07.049},
researchr = {https://researchr.org/publication/LabbeS09},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {215},
number = {5},
pages = {1852-1867},
}