The discounted penalty function of a risk model with two dependent classes of risk processes

DOI10.3969/J.ISSN.0253-2778.2013.06.003zbMATH Open1299.91065MaRDI QIDQ5399992FDOQ5399992

Authors: Wenzhen Liu, Chuanyu Wang 

Publication date: 28 February 2014

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zbMATH Keywords

Laplace transformruin probabilitydiscounted penalty functionPoisson-geometric processgeneralized Erlang(\(n\)) process

Mathematics Subject Classification ID

Cited In (7)

• Title not available (Why is that?)
• On the discounted penalty function in a Markov-dependent risk model
• The expected discounted penalty function for a kind of time-correlated risk model based on the renewal argument in consideration of the by-claim
• Expected discounted penalty functions for a two correlated aggregate claims model
• Expected discounted penalty functions for a two correlated aggregate claims model
• Title not available (Why is that?)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence

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