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
On the expected discounted penalty function for the compound Poisson risk model with delayed claims
β Scribed by Jie-hua Xie; Wei Zou
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 299 KB
- Volume
- 235
- Category
- Article
- ISSN
- 0377-0427
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