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The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks

✍ Scribed by Yang, Yang; Lin, Jin-guan; Tan, Zhong-quan

Book ID
125374900
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2014
Tongue
English
Weight
193 KB
Volume
29
Category
Article
ISSN
1005-1031

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Asymptotic behaviour of the finite-time
Asymptotic behaviour of the finite-time ruin probability in renewal risk models
✍ 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