Title of article
Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes
Author/Authors
Wang، Kaiyong نويسنده Southeast University , , Ding، Fei نويسنده , , Wu، Hongmei نويسنده Suzhou University of Science and Technology , , Pan، Tingting نويسنده Suzhou University of Science and Technology ,
Issue Information
دوماهنامه با شماره پیاپی سال 2014
Pages
17
From page
791
To page
807
Abstract
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.
Journal title
Bulletin of the Iranian Mathematical Society
Serial Year
2014
Journal title
Bulletin of the Iranian Mathematical Society
Record number
1339066
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