On a Discrete Time Semi-Markov Risk Model with Dividends and Stochastic Premiums
Journal of Advances in Mathematics and Computer Science · pp. 1–11 · Published 1 Jul 2017
10.9734/JAMCS/2017/34678Abstract
A discrete semi-Markov risk model with dividends and stochastic premiums is investigated. We derive recursive equations for the expected penalty function by using the technique of probability generating function. Finally, a numerical example is given to illustrate the applicability of the results obtained.
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