Infinite Time Ruin Probability in the Individual Risk Model with Dependent Structure for Light and Heavy Tailed Distributions

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.

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.

Heavy - Tailed Probability Distributions

Combinatorial search methods often exhibit a large variability in performance. We study the cost prooles of combinatorial search procedures. Our study reveals some intriguing properties of such cost prooles. The distributions are often characterized by very long tails or \heavy tails". We will show that these distributions are best characterized by a general class of distributions that have no ...

Approximation for the Finite-Time Ruin Probability of a General Risk Model with Constant Interest Rate and Extended Negatively Dependent Heavy-Tailed Claims

The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails

This paper investigates the ultimate ruin probability of a discrete time risk model with a positive constant interest rate. Under the assumption that the gross loss of the company within one year is subexponentially distributed, a simple asymptotic relation for the ruin probability is derived and compared to existing results.