%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