上海大学学报（英文版）
上海大學學報（英文版）
상해대학학보（영문판）
JOURNAL OF SHANGHAI UNIVERSITY (ENGLISH EDITION)
2007年
6期
536-540
,共5页
expected discounted penalty%by-claim%integro-differential equation%Laplace transform.
In this paper, the expected discounted penalty function is considered in the risk process with the time-correlated claims, that is, every main claim can cause a by-claim but the occurrence of the by-claim may be delayed. By the renewal argument, it is shown that the expected value satisfies a system of integro-differential equations. Moreover, the explicit also given for illustrating the result.
