Ruin Probability for Non-standard Poisson Risk Model with Stochastic Returns
نویسنده
چکیده
This paper investigates the finite time ruin probability in non-homogeneous Poisson risk model, conditional Poisson risk models and renewal risk model with stochastic returns. Under the assumption that the claimsize is subexponentially distributed, a simple asymptotic relation is established when the initial capital tends to infinity. The results obtained extend the corresponding results of constant interest force.
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