In this paper,we study a general Lévy risk process with positive and negative jumps.A renewal equation and an infinite series expression are obtained for the expected discounted penalty function of this risk mode...In this paper,we study a general Lévy risk process with positive and negative jumps.A renewal equation and an infinite series expression are obtained for the expected discounted penalty function of this risk model.We also examine some asymptotic behaviors for the ruin probability as the initial capital tends to infinity.展开更多
基金Supported by the National Natural Science Foundation of China (No.10771119)the Research Fund forthe Doctoral Program of Higher Education of China (No.20093705110002)
文摘In this paper,we study a general Lévy risk process with positive and negative jumps.A renewal equation and an infinite series expression are obtained for the expected discounted penalty function of this risk model.We also examine some asymptotic behaviors for the ruin probability as the initial capital tends to infinity.
基金The Philosophy and Social Science Fund of Hunan Province(17YBA290)the Scientific Research Fund of Hunan Provincial Department of Education(17K05717C1001)~~
