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On the expected discounted penalty function for a perturbed risk process driven by a subordinator

✍ Scribed by Manuel Morales

Book ID: 108153094
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 272 KB
Volume: 40
Category: Article
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2006.04.008

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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__ ∈ ℕ^+^) received per period. We derive an explicit expression for this g