On a compound Poisson risk model with delayed claims and random incomes

DOI10.1016/j.amc.2011.05.016zbMath1217.91089MaRDI QIDQ555453

Hu Yang, Yuan-yuan Hao

Publication date: 22 July 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.05.016

zbMATH Keywords

Laplace transform; Gerber-Shiu penalty function; compound Poisson risk model; delayed claim

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

Related Items

On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income, On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy, On the probability of ruin in a continuous risk model with two types of delayed claims

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