On the discounted penalty function in the discrete time stationary renewal risk model
type: Item
instance of: scholarly article
title: On the discounted penalty function in the discrete time stationary renewal risk model
zbMATH Open document ID: 1186.91115
author: Zhenhua Bao
author: Jing Wang
published in: Journal of Computational and Applied Mathematics
publication date: 2010-04-21T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 5696604
zbMATH Keywords: defective renewal equation
zbMATH Keywords: discrete time stationary renewal risk model
zbMATH Keywords: discounted survival distribution of the deficit
zbMATH Keywords: probability generating function of ruin time
MaRDI profile type: Publication
full work available at URL: j.cam.2009.12.048
OpenAlex ID: W1993134380
cites work: On the Time Value of Ruin
cites work: On a class of discrete time renewal risk models
cites work: Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
cites work: On the discounted penalty function in the renewal risk model with general interclaim times
cites work: On the discounted penalty function in a discrete time renewal risk model with general interclaim times
cites work: Discounted probabilities and ruin theory in the compound binomial model
cites work: The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
DOI: 10.1016/J.CAM.2009.12.048
description: scientific article; zbMATH DE number 5696604