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

Qingwu Gao | Zendy; Na Jin | Zendy; Juan Zheng | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

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

Author(s) -

Qingwu Gao,

Na Jin,

Juan Zheng

Publication year - 2012

Publication title -

advances in decision sciences

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.178

H-Index - 13

eISSN - 2090-3367

pISSN - 2090-3359

DOI - 10.1155/2012/936525

Subject(s) - ruin theory , risk model , mathematics , random variable , statistics , renewal theory , first hitting time model , econometrics

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

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research