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
On the expected discounted penalty functions for two classes of risk processes
β Scribed by Shuanming Li; Yi Lu
- Book ID
- 108153051
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 237 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0167-6687
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