A Joint Distribution of Extreme Value for a Renewal Risk Model with Interest Force
- Guojin Xu, Huibing Hao
- Corresponding Author
- Guojin Xu
Available Online April 2016.
- https://doi.org/10.2991/emim-16.2016.28How to use a DOI?
- Interest force; Renewal risk model; The joint distribution of the minimum surplus and maximum surplus before the ruin
- 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.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
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 - 6th International Conference on Electronic, Mechanical, Information and Management Society PB - Atlantis Press SN - 2352-538X UR - https://doi.org/10.2991/emim-16.2016.28 DO - https://doi.org/10.2991/emim-16.2016.28 ID - Xu2016/04 ER -