THE GERBER-SHIU PENALTY FUNCTION FOR THE COMPOUND BINOMIAL MODEL WITH GENERAL PREMIUM RATE
正整数保费率的复合二项模型的Gerber-Shiu罚金函数

This paper is concerned with the compound binomial model with general premium rate. The linear equations satisfied by the values of the Gerber-Shiu penalty function is given, and an upper bound and a lower bound of the penalty function are obtained.