On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs
β Scribed by Jing Min He; Rong Wu
- Book ID
- 106278535
- Publisher
- Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2010
- Tongue
- English
- Weight
- 214 KB
- Volume
- 26
- Category
- Article
- ISSN
- 1439-7617
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π SIMILAR VOLUMES
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
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