On a Perturbed Risk Model with Time-Dependent Claim Sizes
We consider a risk model perturbed by a Brownian motion, where the individual claim sizes are dependent on the inter-claim times. We study the Gerber–Shiu functions when ruin is due to a claim or the jump-diffusion process. Integro-differential equations and Laplace transforms satisfied by the Gerbe...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2024/8080309 |
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