【摘要】 我们考虑两索赔计数过程分别为Poisson过程及广义Erlang(n)过程的风险模型,给出了罚金函数的拉普拉斯变换及其一般表达式.更多还原

【Abstract】 We consider a risk model involving two independent classes of insures risks. We assume that the two claim number processes are independent Poisson and generalized Erlang(n) processes respectively.We derive the Laplace transforms and the explicit expressions of the Gerber-Shiu discounted penalty functions.更多还原