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Scandinavian Actuarial Journal Volume 2012, 2012 - Issue 2
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ORIGINAL ARTICLES

A generalized penalty function for a class of discrete renewal processes

Jae-Kyung Woo Department of Statistics and Actuarial Science, University of Waterloo, 200 University Avenue West, Waterloo, CanadaCorrespondence[email protected]
Pages 130-152 | Accepted 08 Apr 2010, Published online: 17 Jun 2010

Citations (11)

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Read on this site (3)

Lianzeng Zhang & He Liu. (2020) On a discrete-time risk model with time-dependent claims and impulsive dividend payments. Scandinavian Actuarial Journal 2020:8, pages 736-753.
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Eric C.K. Cheung & Runhuan Feng. (2019) Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times. Scandinavian Actuarial Journal 2019:5, pages 355-386.
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Eric C.K. Cheung & Jae-Kyung Woo. (2016) On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Scandinavian Actuarial Journal 2016:1, pages 63-91.
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Articles from other publishers (8)

Yue He, Reiichiro Kawai, Yasutaka Shimizu & Kazutoshi Yamazaki. (2023) The Gerber-Shiu discounted penalty function: A review from practical perspectives. Insurance: Mathematics and Economics 109, pages 1-28.
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Jae-Kyung Woo & Haibo Liu. (2018) Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model. Methodology and Computing in Applied Probability 20:4, pages 1285-1318.
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Eric C.K. Cheung, Haibo Liu & Gordon E. Willmot. (2018) Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Applied Mathematics and Computation 331, pages 358-377.
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Zhenhua Bao & Ye Liu. (2016) A discrete-time ruin model with dependence between interclaim arrivals and claim sizes. Advances in Difference Equations 2016:1.
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He Liu & Zhenhua Bao. (2015) On a Discrete Interaction Risk Model with Delayed Claims. Journal of Risk and Financial Management 8:4, pages 355-368.
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He Liu & Zhenhua Bao. (2014) On a discrete-time risk model with general income and time-dependent claims. Journal of Computational and Applied Mathematics 260, pages 470-481.
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Eric C.K. Cheung & Runhuan Feng. (2013) A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Insurance: Mathematics and Economics 53:1, pages 98-109.
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Mathieu Boudreault, HHllne Cossette & Etienne Marceau. (2017) On a Joint Frequency and Severity Loss Model Applied to Earthquake Risk. SSRN Electronic Journal.
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