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

✍ Scribed by Hui Meng; Guo-jing Wang


Book ID
113058317
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2012
Tongue
English
Weight
237 KB
Volume
28
Category
Article
ISSN
0168-9673

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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