I'm trying to calculate the following integral
$$\int_0^{\infty}e^{-\alpha\cosh(u-\beta)}\,e^{-n u}du$$
with $\alpha\geq 0$ , $\beta\in \mathbb{R}$ and $n=0,1,2,...$
It seems that may be related with Modified Bessel functions but I'm not able to see the relationship.
Thanks in advance.
Progress: Performing the change of variable $u-\beta=x$ we arrive
$$\int_0^{\infty}e^{-\alpha\cosh(u-\beta)}\,e^{-n u}du=e^{-n \beta}\,\int_{-\beta}^{\infty}e^{-\alpha\cosh(x)}\,e^{-n x}du=e^{-n \beta}\left(\,\int_{0}^{\infty}e^{-\alpha\cosh(x)}\,e^{-n x}dx+\int_{-\beta}^{0}e^{-\alpha\cosh(x)}\,e^{-n x}dx\right)$$
and the second integral may be evaluated (with some technic, using Taylor series for example). Then, I'm interested in calculate the first one $\displaystyle \int_{0}^{\infty}e^{-\alpha\cosh(x)}\,e^{-n x}dx$ . That is, putting $\beta=0$ at the original problem.