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The compound binomial risk model with delayed claims and random income

✍ Scribed by Zhenhua Bao; He Liu


Book ID
113796646
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
227 KB
Volume
55
Category
Article
ISSN
0895-7177

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## Abstract In this paper, we consider a renewal risk process with random premium income based on a Poisson process. Generating function for the discounted penalty function is obtained. We show that the discounted penalty function satisfies a defective renewal equation and the corresponding explici