Heyde, C CWang, Dingcheng2015-12-100001-8678http://hdl.handle.net/1885/60582By expressing the discounted net loss process as a randomly weighted sum, we investigate the finite-time ruin probabilities for the Poisson risk model with an exponential Lévy process investment return and heavy-tailed claims. It is found that infinite tKeywords: Claim; Finite-time ruin probability; Investment return; Poisson risk model; Regularly varying tail; Self-financing portfolio; Poisson distribution; Poisson equation; Probability; Risk assessment; Investments Claim; Finite-time ruin probability; Investment return; Lévy process; Poisson risk model; Regularly varying tail; Self-financing portfolio200910.1239/aap/12403195822016-02-24