Integro-differential Equations for a Class of Delayed Renewal Risk Processes with Dependence
Shiyu Song · Asian Journal of Probability and Statistics · 2022
The Gerber-Shiu discounted penalty function is considered for a class of delayed renewal risk processes. In (Willmot 2004), special cases of the model include the stationary renewal risk model and the situation where the time until the first claim is exponentially distributed. In...
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Research Article
10.9734/ajpas/2022/v16i430409