𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Approximations for Finite Horizon Ruin Probabilities in the Renewal Model

✍ Scribed by Asmussen, Søren; Højgaard, Bjarne


Book ID
127099014
Publisher
Taylor and Francis Group
Year
1999
Tongue
English
Weight
217 KB
Volume
1999
Category
Article
ISSN
0346-1238

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Asymptotic behaviour of the finite-time
✍ Remigijus Leipus; Jonas Šiaulys 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 125 KB 👁 2 views

## Abstract In this paper we study the tail behaviour of the probability of ruin within finite time __t__, as initial risk reserve __x__ tends to infinity, for the renewal risk model with strongly subexponential claim sizes. The asymptotic formula holds uniformly for __t__∈[__f__(__x__), ∞), where