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Theory and Modern Applications

Figure 4 | Advances in Difference Equations

Figure 4

From: On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion

Figure 4

The mean and variance of total discounted claims until ruin conditional ruin occurring. (a) \(\operatorname{CMean}_{X,d}(u)\) (the red curve), \(\operatorname{CMean}_{X,w}(u)\) (the green curve), \(\operatorname{CMean}_{X}(u)\) (the blue curve); (b) \(\operatorname{CVar}_{X,d}(u)\) (the red curve), \(\operatorname{CVar}_{X,w}(u)\) (the green curve), \(\operatorname{CVar}_{X}(u)\) (the blue curve).

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