Abstract
In this paper, we study the ruin problem of a renewal risk process with two-sided jumps. We first derive a defective renewal equation for the ruin probability, then based on the defective renewal equation we give the asymptotic results for the probability of ruin when the claim sizes have a distribution that belongs to S(ν) with ν≥0.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
