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The probability of ruin in a discrete semi-Markov risk model

✍ Scribed by Jean Marie Reinhard; Mohammed Snoussi


Publisher
Springer-Verlag
Year
2000
Tongue
German
Weight
443 KB
Volume
24
Category
Article
ISSN
1864-0281

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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