%0 Journal Article %A Shan Gao %D 2011 %J International Journal of Mathematical and Computational Sciences %B World Academy of Science, Engineering and Technology %I Open Science Index 60, 2011 %T The Gerber-Shiu Functions of a Risk Model with Two Classes of Claims and Random Income %U https://publications.waset.org/pdf/8254 %V 60 %X In this paper, we consider a risk model involving two independent classes of insurance risks and random premium income. We assume that the premium income process is a Poisson Process, and the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. Both of the Gerber- Shiu functions with zero initial surplus and the probability generating functions (p.g.f.) of the Gerber-Shiu functions are obtained. %P 1899 - 1904