On a discrete-time risk model with general income and time-dependent claims

DOI10.1016/j.cam.2013.10.031zbMath1293.91099OpenAlexW2065179078MaRDI QIDQ2511219

He Liu, Zhen-Hua Bao

Publication date: 5 August 2014

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.2013.10.031

zbMATH Keywords

generating functiondefective renewal equationexpected discounted penalty functiongeneral premium ratetime-dependent claim

Mathematics Subject Classification ID

Related Items (4)

A discrete-time ruin model with dependence between interclaim arrivals and claim sizes ⋮ On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates ⋮ On a discrete-time risk model with time-dependent claims and impulsive dividend payments ⋮ On a discrete-time risk model with random income and a constant dividend barrier

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