Bull. Korean Math. Soc. 2011; 48(2): 325-334
Printed March 1, 2011
https://doi.org/10.4134/BKMS.2011.48.2.325
Copyright © The Korean Mathematical Society.
Zhen-hua Bao and Jing Wang
Liaoning Normal University, Liaoning Normal University
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
MSC numbers: 91B30, 62P05
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