Kritzer, Peter; Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan Approximation methods for piecewise deterministic Markov processes and their costs. (English) Zbl 1411.91294 Scand. Actuar. J. 2019, No. 4, 308-335 (2019). MSC: 91B30 60J25 91G60 65C05 PDF BibTeX XML Cite \textit{P. Kritzer} et al., Scand. Actuar. J. 2019, No. 4, 308--335 (2019; Zbl 1411.91294) Full Text: DOI
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan Randomized observation periods for the compound Poisson risk model: the discounted penalty function. (English) Zbl 1401.91089 Scand. Actuar. J. 2013, No. 6, 424-452 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2013, No. 6, 424--452 (2013; Zbl 1401.91089) Full Text: DOI