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On a generalization of the expected discounted penalty function to include deficits at and beyond ruin

โœ Scribed by Ben Salah, Zied


Book ID
125385127
Publisher
Springer-Verlag
Year
2014
Tongue
English
Weight
339 KB
Volume
4
Category
Article
ISSN
2190-9733

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On a generalization of the expected disc
โœ David Landriault ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 139 KB ๐Ÿ‘ 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__โ€‰โˆˆโ€‰โ„•^+^) received per period. We derive an explicit expression for this g