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Ruin Probabilities for Large Claims in Delayed Renewal Risk Model

✍ Scribed by Qihe Tang; Chun Su

Publisher
Springer
Year
2002
Weight
89 KB
Volume
25
Category
Article
ISSN
0129-2021

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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