@article{(Open Science Index):https://publications.waset.org/pdf/8254, title = {The Gerber-Shiu Functions of a Risk Model with Two Classes of Claims and Random Income}, author = {Shan Gao}, country = {}, institution = {}, abstract = {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. }, journal = {International Journal of Mathematical and Computational Sciences}, volume = {5}, number = {12}, year = {2011}, pages = {1899 - 1904}, ee = {https://publications.waset.org/pdf/8254}, url = {https://publications.waset.org/vol/60}, bibsource = {https://publications.waset.org/}, issn = {eISSN: 1307-6892}, publisher = {World Academy of Science, Engineering and Technology}, index = {Open Science Index 60, 2011}, }