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Asymptotics in a time-dependent renewal risk model with stochastic return

✍ Scribed by Jinzhu Li


Book ID
113721646
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
225 KB
Volume
387
Category
Article
ISSN
0022-247X

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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