The Asymptotic Behavior of the Ruin Probability within a Random Horizon
β Scribed by Tao Jiang; Chen-ming Xu
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2004
- Tongue
- English
- Weight
- 117 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0168-9673
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Ideas cultivated in spectral geometry are applied to obtain an asymptotic property of a reversible random walk on an infinite graph satisfying a certain periodic condition. In the course of our argument, we employ perturbation theory for the maximal eigenvalues of twisted transition operator. As a r
## 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
Let q =pe be a power of a prime. Suppose we are given a probability distribution on GF(q) not concentrated on any proper affine subspace of GF(q) regarded as a vector space over its prime subfield GF(p). Let M be a random n by n matrix whose entries are chosen independently from the given distribut