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.)

Related Items

On a risk model with random incomes and dependence between claim sizes and claim intervals, On the Gerber-Shiu discounted penalty function in a risk model with delayed claims, On a compound Poisson risk model with delayed claims and random incomes, On the probability of ruin in the compound Poisson risk model with potentially delayed claims, On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income, On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy, On a Risk Model With Delayed Claims Under Stochastic Interest Rates, On the probability of ruin in a continuous risk model with two types of delayed claims, On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy

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