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ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL
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 Title & Authors
ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL
Bao, Zhen-Hua; Wang, Jing;
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 Abstract
In this paper we consider the discrete time delayed renewal risk model. We investigate what will happen when the distribution function of the discounted proper deficit is asymptotic in the initial surplus. In doing this we establish several lemmas regarding some related ruin quantities in the discrete time delayed renewal risk model, which are of significance on their own right.
 Keywords
discrete time delayed renewal risk model;discounted proper distribution of the deficit;probability generating function of ruin time;
 Language
English
 Cited by
 References
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