Acknowledgements This work was supported in part by the National Natural Science Foundation of China (Crant Nos. 11226203, 11226204, 11171164, 11271385, 11401436).
We consider the discrete risk model with exponential claim sizes. We derive the finite explicit elementary expression for the joint density function of three characteristics: the time of ruin, the surplus immediately...
Supported by National Natural Science Foundation of China(Grant Nos.11226204,10901086 and 11226203);the Doctoral Fund Program of Tianjin Normal University(Grant No.52XB1204)
In this paper,we consider the Brownian motion risk model with interest.The Laplace transform of the first exit time from the upper barrier before hitting the lower barrier is obtained.Using the obtained result and exp...