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Ruin probabilities in the compound binomial model

✍ Scribed by Gordon E. Willmot

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
575 KB
Volume
12
Category
Article
ISSN
0167-6687

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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