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Uniform asymptotics of the finite-time ruin probability for all times

✍ Scribed by Yuebao Wang; Zhaolei Cui; Kaiyong Wang; Xiuli Ma

Book ID: 113721859
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 225 KB
Volume: 390
Category: Article
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2012.01.025

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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