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

摘要：

In this paper, we consider a renewal risk model with interest force, by using a discrete technique, the joint distribution of the minimum surplus and maximum surplus before the ruin and the integral equation satisfied by the joint distribution have been obtained.

关键词： Interest Force Renewal Risk Model the Joint Distribution of the Minimum Surplus and Mazimum Surplus before the Ruin

作者: HAO Huibing LI Chunping

作者单位: Department of Mathematics, Xiaogan University, Xiaogan, Hubei, P.R.China, 432100

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-4

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）