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Audit Risk In Terms Of Probabilities: The AUP 24 Model

✍ Scribed by David Johnstone


Book ID
117966581
Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
387 KB
Volume
5
Category
Article
ISSN
1035-6908

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Asymptotic behaviour of the finite-time
✍ Remigijus Leipus; Jonas Ε iaulys πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 125 KB πŸ‘ 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