Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Ruin probability of a discrete-time risk process with proportional
  reinsurance and investment for exponential and Pareto distributions   In this paper a quantitative analysis of the ruin probability in finite time
of discrete risk process with proportional reinsurance and investment of
finance surplus is focused on. It is assumed that the total loss on a unit
interval has a light-tailed distribution -- exponential distribution and a
heavy-tailed distribution -- Pareto distribution. The ruin probability for
finite-horizon 5 and 10 was determined from recurrence equations. Moreover for
exponential distribution the upper bound of ruin probability by Lundberg
adjustment coefficient is given. For Pareto distribution the adjustment
coefficient does not exist, hence an asymptotic approximation of the ruin
probability if an initial capital tends to infinity is given. Obtained
numerical results are given as tables and they are illustrated as graphs.

18
The categories of this paper are: econ
20
The categories of this paper are: acc-phys
22
The categories of this paper are: chao-dyn
30
The categories of this paper are: q-alg
7
The categories of this paper are: hep-th
24
The categories of this paper are: dg-ga
14
The categories of this paper are: math-ph
16
The categories of this paper are: stat
28
The categories of this paper are: alg-geom
21
The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
19
The categories of this paper are: eess
11
The categories of this paper are: hep-lat
37
The categories of this paper are: supr-con
27
The categories of this paper are: comp-gas
3
The categories of this paper are: physics