In this paper, the discounted penalty (Gerber-Shiu) functions for a risk model involving two independent classes of insurance risks under a threshold dividend strategy are developed. We also assume that the two claim number processes are independent Poisson and generalized Erlang (2) processes, resp
A class of delayed renewal risk processes with a threshold dividend strategy
β Scribed by Wu-yuan Jiang; Zai-ming Liu
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2010
- Tongue
- English
- Weight
- 180 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0168-9673
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