scientific article; zbMATH DE number 5670722

MaRDI QIDQ3404625zbMATH OpenFDO

Authors Yuzhen Wen

Publication date 12 February 2010

zbMATH Keywords

generalized Erlang processGerber-Shiu discounted penalty functionLaplace transformPoisson process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(12)

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• The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
• On the expected discounted penalty function for a risk model with two classes of claims and random incomes
• Gerber-Shiu discounted penalty functions for a perturbed risk model with two classes of claims
• scientific article; zbMATH DE number 5671192 (Why is no real title available?)
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• Discounted penalty function of generalized compound Poisson model of two type insurance when funds fall to initial surplus
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