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A remark on the moments of ruin time in classical risk theory

✍ Scribed by Freddy Delbaen

Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
430 KB
Volume
9
Category
Article
ISSN
0167-6687

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## 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__β€‰βˆˆβ€‰β„•^+^) received per period. We derive an explicit expression for this g