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文章基本信息

  • 标题:Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
  • 本地全文:下载
  • 作者:Qingwu Gao ; Na Jin ; Juan Zheng
  • 期刊名称:Advances in Decision Sciences
  • 印刷版ISSN:2090-3359
  • 电子版ISSN:2090-3367
  • 出版年度:2012
  • 卷号:2012
  • DOI:10.1155/2012/936525
  • 出版社:Hindawi Publishing Corporation
  • 摘要: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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