Asymptotics of discounted aggregate claims for renewal risk model with risky investment
β Scribed by Tao Jiang
- Book ID
- 107500948
- Publisher
- SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
- Year
- 2010
- Tongue
- English
- Weight
- 147 KB
- Volume
- 25
- Category
- Article
- ISSN
- 1005-1031
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π SIMILAR VOLUMES
In this paper, we consider two dependent classes of insurance business with heavy-tailed claims. The dependence comes from the assumption that claim arrivals of the two classes are governed by a common renewal counting process. We study two types of ruin in the two-dimensional framework. For each ty
In this paper, we consider the ruin problems for a risk model involving two independent classes of insurance risks. We assume that the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. When the generalized Lundberg equation has distinct roots with posi