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

DOI10.19638/J.ISSN1671-1114.20190602zbMATH Open1449.91104MaRDI QIDQ5115178FDOQ5115178

Authors: Jingbin Li, Xiulian Wang, Hua Zou 

Publication date: 12 August 2020

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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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