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• W2034242307 abstract "In this paper, we consider a Sparre–Andersen risk model with two-sided jumps, where the downward jumps represent the claims as usual and the upward jumps are also allowed to explain random gains. A generalized discounted penalty function is studied by using random walk techniques and the renewal theory." @default.
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• W2034242307 date "2010-04-01" @default.
• W2034242307 modified "2023-10-18" @default.
• W2034242307 title "A generalized penalty function in the Sparre–Andersen risk model with two-sided jumps" @default.
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• W2034242307 doi "https://doi.org/10.1016/j.spl.2009.12.016" @default.
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