Shan Gao
The GerberShiu Functions of a Risk Model with Two Classes of Claims and Random Income
1899 - 1904
2011
5
12
International Journal of Mathematical and Computational Sciences
https://publications.waset.org/pdf/8254
https://publications.waset.org/vol/60
World Academy of Science, Engineering and Technology
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 GerberShiu functions are obtained.
Open Science Index 60, 2011