Numerical Method for the Perturbed Risk Model with Randomized Observation and Two-sided Jumps
Hua Dong · Asian Research Journal of Mathematics · 2018
In this paper, we considered the perturbed risk model with two-sided jumps, where ruin can only occur at some Poisson times. A generalized Gerber-Shiu-type function is discussed involving the number of observations, the ruin time and the de cit at ruin. Integro-differential equat...
Open access
Research Article
10.9734/ARJOM/2018/43494