- Article
Estimating the Expected Discounted Penalty Function in a Compound Poisson Insurance Risk Model with Mixed Premium Income
- Yunyun Wang,
- Wenguang Yu,
- Yujuan Huang,
- Xinliang Yu and
- Hongli Fan
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...

