Main Article Content
In this paper, we considered the perturbed risk model with two-sided jumps, where ruin can only occur at some Poisson times. A generalized Gerber-Shiu-type function is discussed involving the number of observations, the ruin time and the de cit at ruin. Integro-differential equations with certain boundary conditions are derived. As it is diffcult to get closed-form solutions, a numerical sinc method is proposed.