✦ LIBER ✦

Expected discounted penalty function of erlang(2) risk model with constant interest

✍ Scribed by Nie Gaoqin; Liu Cihua; Xu Lixia

Book ID: 107500566
Publisher: SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year: 2006
Tongue: English
Weight: 395 KB
Volume: 21
Category: Article
ISSN: 1005-1031
DOI: 10.1007/s11766-003-0001-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The expected discounted penalty function

The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest

✍ Guojing Wang; Rong Wu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 261 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 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

Expected discounted penalty function at

Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force

✍ Zhao Xia; Ouyang Zisheng 📂 Article 📅 2005 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 310 KB

On the expected discounted penalty funct

On the expected discounted penalty function for the compound Poisson risk model with delayed claims

✍ Jie-hua Xie; Wei Zou 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 299 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