Ruin under interest force and subexponential claims: a simple treatment
نویسندگان
چکیده
A simple proof of the asymptotic formula for the ruin probability of a risk process with a positive constant interest force [derived earlier by Asmussen (Asmussen, S., 1998. The Annals of Applied Probability 8, 354–374)] is given. The proof is based on a formula obtained by Sundt and Teugels (Sundt, B., Teugels, J.L., 1995. Insurance: Mathematics and Economics 16, 7–22). © 2000 Elsevier Science B.V. All rights reserved.
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تاریخ انتشار 2000