On a generalization of the expected discounted penalty function in a discrete‐time insurance risk model
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Bibliographic record
Abstract
Abstract In this paper, we propose a generalization of the expected discounted penalty function and analyze the proposed analytic tool in the framework of the compound binomial model with a general premium rate c ( c ∈ ℕ + ) received per period. We derive an explicit expression for this generalized analytic tool in terms of the zeros of a matrix determinant. We then examine the original expected discounted penalty function in the compound binomial model with a general premium rate c , generalizing the results of Cheng et al. ( Insur. Math. Econ. 2000; 26 :239–250) in the framework of the compound binomial model with a unit premium rate. A numerical example is then considered to compare the original expected discounted penalty function with its generalized analytic tool. Copyright © 2008 John Wiley & Sons, Ltd.
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Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.002 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.001 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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