Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
نویسندگان
چکیده
We discuss the uniformly asymptotic estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model, where the interarrival times of successive accidents and all the claim sizes caused by an accident are two sequences of random variables following a wide dependence structure. This wide dependence structure allows random variables to be either negatively dependent or positively dependent.
منابع مشابه
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ورودعنوان ژورنال:
- ADS
دوره 2012 شماره
صفحات -
تاریخ انتشار 2012