Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest

被引：0

作者：

Gaofeng Zong

机构：

[1] Shandong Yingcai University,Business School

来源：

Frontiers of Mathematics in China | 2010年 / 5卷

关键词：

Finite-time ruin probability; compound renewal risk model; heavy tail; negative dependence; 60G50; 60F10; 60F99;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we establish an exact asymptotic formula for the finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest in which claims arrive in groups, their sizes in one group are identically distributed but negatively dependent, and the inter-arrival times between groups are negatively dependent too.

引用

页码：801 / 809

页数：8

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