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The expected discounted penalty function for a kind of time-correlated risk model based on the renewal argument in consideration of the by-claim

✍ Scribed by Gao-qin Nie; Ci-hua Liu; Li-xia Xu

Book ID: 107482543
Publisher: Chinese Electronic Periodical Services
Year: 2007
Tongue: English
Weight: 148 KB
Volume: 11
Category: Article
ISSN: 1007-6417
DOI: 10.1007/s11741-007-0602-1

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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