On the expected discounted penalty function for the compound Poisson risk model with delayed claims

DOI10.1016/j.cam.2010.10.039zbMath1350.91013MaRDI QIDQ629500

Wei Zou, Jie Hua Xie

Publication date: 9 March 2011

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

Full work available at URL: https://doi.org/10.1016/j.cam.2010.10.039

zbMATH Keywords

Laplace transform; compound Poisson risk model; defective renewal equation; expected discounted penalty function; delayed claim

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

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