Chunsheng Zhang
Abstract
The classical absolute ruin model with investment and loan was studied.By the discretization for the Gerber-Shiu discounted penalty function with the time of claims,the integral equation for the function and the explicit expression of the function were obtained.
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The classical absolute ruin model with investment and loan was studied.By the discretization for the Gerber-Shiu discounted penalty function with the time of claims,the integral equation for the function and the explicit expression of the function were obtained.
Key concepts: Penalty method, Discretization, Function (biology), Mathematics, Loan, Investment (military), Applied mathematics, Mathematical economics