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
β¦ LIBER β¦
Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims
β Scribed by Li Wei
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2011
- Tongue
- English
- Weight
- 199 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0168-9673
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