Discounted probabilities and ruin theory in the compound binomial model

By Shixue Cheng, Hans U. Gerber, E. Shiu. 2000

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On finite-time ruin probabilities for classical risk models (2008, background): “[4], Li and Garrrido [21] and Picard et al.”
The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (2004, background): “Related analysis may be found in Cheng et al. (2000) and Li and Garrido (2002).”
On a class of discrete time renewal risk models (2005, methodology): “(78) Together (74) and (77) give that g(1) = R1 +R2 R1R2 , g(2) = − 1 R1R2 and g(i) = 0, for i ≥ 3.”