A note on a class of discrete time delayed renewal risk processes

zbMATH Open1259.91054MaRDI QIDQ4647679FDOQ4647679

Authors: Yan Zhang, Zhipeng Liu, Zhenhua Bao 

Publication date: 7 November 2012

Full work available at URL: http://www.pphmj.com/abstract/5972.htm

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zbMATH Keywords

probability generating functionGerber-Shiu functiondiscrete time delayed renewal risk model

Mathematics Subject Classification ID

Cited In (8)

• On the discounted penalty function in the discrete time stationary renewal risk model
• A note on a class of delayed renewal risk processes
• ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL
• The discounted penalty function in a class of delayed renewal risk models
• The perturbed renewal equation and diffusion type approximation for risk processes
• Title not available (Why is that?)
• On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
• On the expected discounted penalty function in the discrete time delayed renewal process with special claims

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