A Note on a Generalized Gerber–Shiu Discounted Penalty Function for a Compound Poisson Risk Model
In this paper, we propose a new generalized Gerber−Shiu discounted penalty function for a compound Poisson risk model, which can be used to study the moments of the ruin time. First, by taking derivatives with respect to the original Gerber−Shiu discounted penalty function, we co...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-09-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/7/10/891 |