Proceedings of the 6th International Conference on Electronic, Mechanical, Information and Management Society

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

Authors
Guojin Xu, Huibing Hao
Corresponding Author
Guojin Xu
Available Online April 2016.
DOI
https://doi.org/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.
Open Access
This is an open access article distributed under the CC BY-NC license.

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Proceedings
6th International Conference on Electronic, Mechanical, Information and Management Society
Part of series
Advances in Computer Science Research
Publication Date
April 2016
ISBN
978-94-6252-176-6
DOI
https://doi.org/10.2991/emim-16.2016.28How to use a DOI?
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
UR  - https://doi.org/10.2991/emim-16.2016.28
DO  - https://doi.org/10.2991/emim-16.2016.28
ID  - Xu2016/04
ER  -