Estimating the Expected Discounted Penalty Function in a Compound Poisson Insurance Risk Model with Mixed Premium Income
In this paper, we consider an insurance risk model with mixed premium income, in which both constant premium income and stochastic premium income are considered. We assume that the stochastic premium income process follows a compound Poisson process and the premium sizes are exponentially distribute...
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-03-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/7/3/305 |