Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
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 depen...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Asia University
2012-01-01
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| Series: | Advances in Decision Sciences |
| Online Access: | http://dx.doi.org/10.1155/2012/936525 |
| Summary: | 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. |
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| ISSN: | 2090-3359 2090-3367 |