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On a Risk Model With Delayed Claims Under Stochastic Interest Rates |
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| Authors: | Jie-Hua Xie Wei Zou |
| Institution: | 1. School of Economics and Trade, Nanchang Institute of Technology, Nanchang, China;2. School of Science, Nanchang Institute of Technology, Nanchang, China |
| Abstract: | |
| Keywords: | Compound binomial model Delayed claim Gerber-Shiu discounted penalty function Stochastic interest rate Markov chain |