Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model

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...

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Main Authors: Qingwu Gao, Na Jin, Juan Zheng
Format: Article
Language:English
Published: Asia University 2012-01-01
Series:Advances in Decision Sciences
Online Access:http://dx.doi.org/10.1155/2012/936525
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spelling doaj-99eab1e7007d492fb6b825892d1e22102020-11-24T21:45:10ZengAsia UniversityAdvances in Decision Sciences2090-33592090-33672012-01-01201210.1155/2012/936525936525Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk ModelQingwu Gao0Na Jin1Juan Zheng2School of Mathematics and Statistics, Nanjing Audit University, Nanjing 211815, ChinaInvestment Department, Nanjing Times Media Co., Ltd., Nanjing 210039, ChinaSchool of Mathematics and Statistics, Zaozhuang University, Zaozhuang 277160, ChinaWe 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.http://dx.doi.org/10.1155/2012/936525
collection DOAJ
language English
format Article
sources DOAJ
author Qingwu Gao
Na Jin
Juan Zheng
spellingShingle Qingwu Gao
Na Jin
Juan Zheng
Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
Advances in Decision Sciences
author_facet Qingwu Gao
Na Jin
Juan Zheng
author_sort Qingwu Gao
title Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
title_short Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
title_full Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
title_fullStr Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
title_full_unstemmed Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
title_sort uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
publisher Asia University
series Advances in Decision Sciences
issn 2090-3359
2090-3367
publishDate 2012-01-01
description 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.
url http://dx.doi.org/10.1155/2012/936525
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AT najin uniformestimateofthefinitetimeruinprobabilityforalltimesinageneralizedcompoundrenewalriskmodel
AT juanzheng uniformestimateofthefinitetimeruinprobabilityforalltimesinageneralizedcompoundrenewalriskmodel
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