In this paper we present a concrete method to estimate the moments of time of ruin, surplus immediately before the ruin and deficit at ruin under two way renewal process. Gerber–Shiu discounted penalty function are used to estimate the same. Laplace transform is taken into account while calculating the moment. Furthermore, Lindley distribution is being assumed as the distribution of the claim amount .This approach allows for the experimentation of various distribution forms among the eventual random variables.
Prof. Dr. Bilal BİLGİN