A Joint Distribution of Extreme Value for a Renewal Risk Model with Interest Force

DOI

10.2991/emim-16.2016.28How to use a DOI?

Keywords

Interest force; Renewal risk model; The joint distribution of the minimum surplus and maximum surplus before the ruin

Abstract

In this paper, we consider a renewal risk model with interest force, derive the joint distribution of the minimum surplus and maximum surplus before the ruin, and the integral equation of the joint distribution is also obtained.

Copyright

© 2016, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Guojin Xu
AU  - Huibing Hao
PY  - 2016/04
DA  - 2016/04
TI  - A Joint Distribution of Extreme Value for a Renewal Risk Model with Interest Force
BT  - Proceedings of the 6th International Conference on Electronic, Mechanical, Information and Management Society
PB  - Atlantis Press
SP  - 119
EP  - 123
SN  - 2352-538X
UR  - https://doi.org/10.2991/emim-16.2016.28
DO  - 10.2991/emim-16.2016.28
ID  - Xu2016/04
ER  -