| Title |
On the discounted penalty function for claims having mixed exponential distribution |
| Authors |
Šiaulys, Jonas ; Kočetova, Jelena |
| DOI |
10.15388/NA.2006.11.4.14742 |
| Full Text |
|
| Is Part of |
Nonlinear analysis: modelling and control.. Vilnius : Vilniaus universiteto leidykla. 2006, vol. 11, no. 4, p. 413-426.. ISSN 1392-5113. eISSN 2335-8963 |
| Keywords [eng] |
classical risk model ; time to ruin ; Gerber-Shiu discounted penalty function ; mixed exponential distribution |
| Abstract [eng] |
It is considered the classical risk model with mixed exponential claim sizes. Using known results it is obtained the explicit expression of the Gerber-Shiu discounted penalty function [...], by some infinite series. ... |
| Published |
Vilnius : Vilniaus universiteto leidykla |
| Type |
Journal article |
| Language |
English |
| Publication date |
2006 |
