Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Ruin Probabilities for a Sparre Andersen Model with Investments   We study a Sparre Andersen model in which the business activity of the
company is described by a compound renewal process with drift assuming that the
capital reserves are invested in a risky asset. The price of the latter is
assumed to evolve according to a geometric L\'evy process. We prove that the
asymptotic behavior of the ruin probability depends to a large extent only on
the properties of the price process.

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The categories of this paper are: hep-ph
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The categories of this paper are: cond-mat
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The categories of this paper are: eess
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The categories of this paper are: acc-phys
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The categories of this paper are: hep-ex
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The categories of this paper are: q-fin
32
The categories of this paper are: atom-ph
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The categories of this paper are: hep-th
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The categories of this paper are: chao-dyn
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The categories of this paper are: funct-an
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The categories of this paper are: q-alg
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The categories of this paper are: patt-sol
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The categories of this paper are: cmp-lg
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The categories of this paper are: gr-qc
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The categories of this paper are: quant-ph
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The categories of this paper are: econ