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A matrix operator approach to a risk model with two classes of claims

✍ Scribed by Hua Dong; Zaiming Liu


Book ID
113083672
Publisher
Higher Education Press and Springer
Year
2012
Tongue
English
Weight
153 KB
Volume
7
Category
Article
ISSN
1673-3452

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In this paper, we consider the ruin problems for a risk model involving two independent classes of insurance risks. We assume that the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. When the generalized Lundberg equation has distinct roots with posi