This paper considers a new risk model with a constant dividend barrier, which the claim amount affected by a threshold value. The hypothesis of the model is presented and the integro-differential equation for the Gerber-Shiu penalty function is given. Then the linear solution of...
Open access
Research Article10.9734/ajpas/2022/v19i330471
In this paper, we consider a new risk model of claim amount affected by a threshold value. The comparision between the claim interval and the threshold will affect the distribution of claims. The hypothesis of the model is presented and then we derive the roots of the Lundberg eq...
Open access
Research Article10.9734/ajpas/2022/v19i230462
This paper considers an extension to the classical compound Poisson risk model for which an Erlang(2) process is utillized to the dependence structure between the claim sizes and interclaim times. In this framework, we derive the Lundberg generalised equation and the number of it...
Open access
Research Article10.9734/ajpas/2022/v16i430410