✦ LIBER ✦

A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model

✍ Scribed by Jiandong Ren

Book ID: 108267579
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 491 KB
Volume: 79
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2008.08.015

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the expected discounted penalty funct

On the expected discounted penalty function in a delayed-claims risk model

✍ Hui Meng; Guo-jing Wang 📂 Article 📅 2012 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 237 KB

The expected discounted penalty function

The expected discounted penalty function under a renewal risk model with stochastic income

✍ Yongxia Zhao; Chuancun Yin 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 270 KB

On a generalization of the expected disc

On a generalization of the expected discounted penalty function in a discrete-time insurance risk model

✍ David Landriault 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 139 KB 👁 2 views

## Abstract In this paper, we propose a generalization of the expected discounted penalty function and analyze the proposed analytic tool in the framework of the compound binomial model with a general premium rate __c__ (__c__ ∈ ℕ^+^) received per period. We derive an explicit expression for this g

On the Gerber–Shiu discounted penalty fu

On the Gerber–Shiu discounted penalty function in a risk model with delayed claims

✍ Zou, Wei; Xie, Jie-hua 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 292 KB

On the discounted penalty function in a

On the discounted penalty function in a discrete time renewal risk model with general interclaim times

✍ Wu, Xueyuan; Li, Shuanming 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 172 KB

On the expected discounted penalty funct

On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

✍ Zou, Wei; Gao, Jian-wei; Xie, Jie-hua 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 443 KB