asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes

نویسندگان

kaiyong wang

fei ding

hongmei wu

tingting pan

چکیده

this paper mainly considers a nonstandard risk model with a constant interest rate‎, ‎where both the claim sizes and the inter-arrival times follow some certain dependence structures‎. ‎when the claim sizes are dominatedly varying-tailed‎, ‎asymptotics for the infinite time ruin probability of the above dependent risk model have been given‎.

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منابع مشابه

Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes

 This paper mainly considers a nonstandard risk model with a constant interest rate‎, ‎where both the claim sizes and the inter-arrival times follow some certain dependence structures‎. ‎When the claim sizes are dominatedly varying-tailed‎, ‎asymptotics for the infinite time ruin probability of the above dependent risk model have been given‎.

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عنوان ژورنال:
bulletin of the iranian mathematical society

ناشر: iranian mathematical society (ims)

ISSN 1017-060X

دوره 40

شماره 3 2014

میزبانی شده توسط پلتفرم ابری doprax.com

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