【摘 要】
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In this paper,we consider a risk model in which each main claim may induce a delayed claim,called a by-claim.We assume that the time for the occurrence of a by-
【出 处】
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Acta Mathematicae Applicatae Sinica(English Series)
论文部分内容阅读
In this paper,we consider a risk model in which each main claim may induce a delayed claim,called a by-claim.We assume that the time for the occurrence of a by-claim is random.We investigate the expected discounted penalty function,and derive the defective renewal equation satisfied by it.We obtain some explicit results when the main claim and the by-claim are both exponentially distributed,respectively.We also present some numerical illustrations.
In this paper, we consider a risk model in which each main claim may induce a delayed claim, called a by-claim.We assume that the time for the occurrence of a by-claim is random. We investigate the expected discounted penalty function, and derive the defective renewal equation satisfied by it.We obtain some explicit results when the main claim and the by-claim are both exponentially distributed, respectively.We also present some numerical illustrations.
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