On the Discounted Penalty Function for Claims Having Mixed Exponential
It is considered the classical risk model with mixed exponential claim sizes. Using known results it is obtained the explicit expression of the GerberShiu discounted penalty function ψ(x,δ) = E e −δT 1(T < ∞) , by some infinite series. Here δ > 0 is the force of interest, x – the initial res...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2006-11-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | http://www.journals.vu.lt/nonlinear-analysis/article/view/14742 |