LI JUNHAI, LIU ZAIMING. Expected Discounted Penalty of Mixed Exponential Renewal Process[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 143-148.
Citation:
LI JUNHAI, LIU ZAIMING. Expected Discounted Penalty of Mixed Exponential Renewal Process[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 143-148.
LI JUNHAI, LIU ZAIMING. Expected Discounted Penalty of Mixed Exponential Renewal Process[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 143-148.
Citation:
LI JUNHAI, LIU ZAIMING. Expected Discounted Penalty of Mixed Exponential Renewal Process[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(2): 143-148.
Expected Discounted Penalty of Mixed Exponential Renewal Process
In this paper, the expected discounted penalty of mixed exponential renewal risk process was considered. Under some simple conditions, the explicit expression of Laplace transform of the expected discounted penalty is obtained.
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