The paper's recursive Gerber-Shiu formulas for a so-called Beta-Binomial risk model reduce to the known recursions of the fixed-probability compound binomial model, so the Beta assumption adds no new content.
A note on the net profit condition for discrete and classical risk models
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On the Compound Beta-Binomial Risk Model with Delayed Claims and Randomized Dividends
The paper's recursive Gerber-Shiu formulas for a so-called Beta-Binomial risk model reduce to the known recursions of the fixed-probability compound binomial model, so the Beta assumption adds no new content.