scientific article; zbMATH DE number 6531822

MaRDI QIDQ3461206zbMATH OpenFDO

Authors Xu Chen, Hui Ou

Publication date 15 January 2016

zbMATH Keywords

Laplace transformruin probabilityintegro-differential equationGerber-Shiu discounted penalty functionElzaki transform

Mathematics Subject Classification ID

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

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(2)

• On the expected discounted penalty function for the compound Poisson risk model with delayed claims
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