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Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model

✍ Scribed by Chen, Yang; Wang, Yuebao; Wang, Kaiyong

Book ID
127088176
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
159 KB
Volume
31
Category
Article
ISSN
0736-2994

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## 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