Journal of Jianghan University(Natural Science Edition) ›› 2012, Vol. 40 ›› Issue (6): 29-33.

• Orignal Article • Previous Articles     Next Articles

Laplace Transform of Expected Value of Discounted Penalty at Ruin in Case of Erlang(2) Risk Model Under No Interest Rate

YU Guo-sheng   

  1. School of Mathematics and Computer Science, Jianghan University, Wuhan 430056, Hubei, China
  • Received:2012-06-18 Online:2012-12-20 Published:2013-11-07

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Abstract: Considers the Erlang(2) risk model under no interest rate, in which the Laplace transform of the expected value of discounted penalty at ruin is obtained, the expression of the Laplace transform is given.

Key words: no interest rate, Erlang(2) risk model, expected value of discounted penalty at ruin, Laplace transform(

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