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

DOI10.1016/j.amc.2011.11.101zbMath1242.60089OpenAlexW2107741273MaRDI QIDQ434650

Yongxia Zhao, Chuan-Cun Yin

Publication date: 16 July 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.11.101

zbMATH Keywords

Laplace transformstochastic incomedefective renewal equationGerber-Shiu discounted penalty function

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15)

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