2010•Journal of tianjin University of TechnologyRequires access
Study of expected discounted penalty function on the compound Markov binomial model
Jun-Yi Guo
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Abstract
In Compound Markov binomial risk model,we obtained the connection m1(u) with m0(u) through researching on ordinary renewal process m1(u) and delayed renewal process m0(u).By using the theories of renewal process,we obtain the new expression of Gerber-Shiu expected discounted penalty function m(u) on the Compound Markov binomial risk model.