Discounted penalty function of generalized compound Poisson model of two type insurance when funds fall to initial surplus

DOI10.19638/J.ISSN1671-1114.20190602MaRDI QIDQ5115178zbMATH OpenFDO

Authors Jingbin Li, Xiulian Wang, Hua Zou

Publication date 12 August 2020

zbMATH Keywords

Laplace transformdiscounted penalty functionintegral differential equationgeneralized compound Poisson model

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Integro-partial differential equations (45K05) Laplace transform (44A10) Jump processes on discrete state spaces (60J74)

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