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The Gerber–Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy

✍ Scribed by Chao Deng; Jieming Zhou; Yingchun Deng


Book ID
116890535
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
228 KB
Volume
82
Category
Article
ISSN
0167-7152

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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