Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest
β Scribed by Gaofeng Zong
- Book ID
- 107378003
- Publisher
- Higher Education Press and Springer
- Year
- 2010
- Tongue
- English
- Weight
- 138 KB
- Volume
- 5
- Category
- Article
- ISSN
- 1673-3452
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π SIMILAR VOLUMES
## 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__β[__f__(__x__), β), where
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