Abstract：On the basis of the classical risk model， this paper considers the Gerber-Shiu discounted penalty function of absolute ruin risk process with two rates， in which the inter-claim times have a phase-type distribution. The integro-differential equation for the related rates are obtained. The Laplace transforms of the Gerber-Shiu function with the initial surplus below and above zero are derived by the divided differences of matrix functions.
文二园,王秀莲. 相位索赔间隔在两种保费率下关于绝对破产的Gerber-Shiu 函数[J]. 华中师范大学学报(自然科学版), 2018, 52(1): 14-18.
WEN Eryuan,WANG Xiulian. The Gerber-Shiu discounted penalty function of absolute ruin for two rates with phase-type interclaim times. journal1, 2018, 52(1): 14-18.
2018, Vol. 52 
