Open AccessInfinite-time ruin probability of a renewal risk model with exponential Levy process investment and dependent claims and inter-arrival times
Author(s) -
Rongfei Liu,
Dingcheng Wang,
Jiangyan Peng
Publication year - 2016
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016058
Subject(s) - independent and identically distributed random variables , risk model , exponential function , ruin theory , mathematics , exponential distribution , renewal theory , product (mathematics) , sequence (biology) , investment (military) , random variable , arrival time , lévy process , econometrics , statistics , mathematical analysis , geometry , biology , politics , political science , transport engineering , law , genetics , engineering
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