On the Expected Discounted Penalty Function for a Risk Process with Stochastic Return on Investments
Received:March 21, 2008  Revised:July 04, 2008
Key Words: expected discounted penalty function   integro-differential equation   Laplace transform   ruin.  
Fund Project:Supported by Key Project of National Social Science Fund (Grant No.06&ZD039) and ``Mathematics X" Project of DUT.
Author NameAffiliation
Li Li LI School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
Jing Hai FENG School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
Li Xin SONG School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
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Abstract:
      
Citation:
DOI:10.3770/j.issn:1000-341X.2010.02.014
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