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• W3012319941 abstract "This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times. Assuming that the time arrival of the first claim follows a generalized mixed equilibrium distribution, we derive the integro-differential Equations of the Gerber–Shiu function and its defective renewal equations. For the situation where claim amounts follow exponential distribution, we provide an explicit expression of the Gerber–Shiu function. Numerical examples are provided to illustrate the ruin probability." @default.
• W3012319941 created "2020-03-23" @default.
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• W3012319941 date "2020-03-17" @default.
• W3012319941 modified "2023-09-27" @default.
• W3012319941 title "Gerber–Shiu Function in a Class of Delayed and Perturbed Risk Model with Dependence" @default.
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• W3012319941 doi "https://doi.org/10.3390/risks8010030" @default.
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