On the Expected Discounted Penalty Function for the Classical Risk Model with Potentially Delayed Claims and Random Incomes

We focus on the expected discounted penalty function of a compound Poisson risk model with random incomes and potentially delayed claims. It is assumed that each main claim will produce a byclaim with a certain probability and the occurrence of the byclaim may be delayed depending on associated main...

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Bibliographic Details
Main Authors: Huiming Zhu, Ya Huang, Xiangqun Yang, Jieming Zhou
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/717269