• 제목/요약/키워드: discounted proper distribution of the deficit

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ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL

  • Bao, Zhen-Hua;Wang, Jing
    • 대한수학회보
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    • 제48권2호
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    • pp.325-334
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    • 2011
  • 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.