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The expected discounted penalty function under a renewal risk model with stochastic income

โœ Scribed by Yongxia Zhao; Chuancun Yin


Book ID
113440039
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
270 KB
Volume
218
Category
Article
ISSN
0096-3003

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โœ Zhen-hua Bao; Jing Wang ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 416 KB

of the deficit Probability generating function of ruin time a b s t r a c t In this paper we consider the discrete time stationary renewal risk model. We express the Gerber-Shiu discounted penalty function in the stationary renewal risk model in terms of the corresponding Gerber-Shiu function in th