We investigate differential transcendence properties for a
generalized Dirichlet series of the form $\sum_{n=0}^\infty
a_n\lambda_n^{-s}$. Our treatment of this series is purely
algebraic and does not rely on any analytic properties of
generalized Dirichlet series. We establish differential
transcendence theorems for a certain class of generalized
Dirichlet series. These results imply that the Hurwits
zeta-function $\zeta(s,a)$ does not satisfy an algebraic
differential equation with complex coefficients.