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On the Gerber–Shiu discounted penalty function in a risk model with two types of delayed-claims and random income

✍ Scribed by Gao, Jianwei; Wu, Liyuan


Book ID
125473919
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
419 KB
Volume
269
Category
Article
ISSN
0377-0427

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The Gerber–Shiu discounted penalty funct
✍ Zhimin Zhang; Shuanming Li; Hu Yang 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 984 KB

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