کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152882 1489906 2010 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
چکیده انگلیسی

This paper deals with some negatively dependent risk models with a constant interest rate, dominatedly-varying-tailed claims and a general premium process. We first establish two weak asymptotic equivalent formulae for the finite-time ruin probabilities. Furthermore, we obtain a uniform result for the dependent renewal risk model with a constant premium rate.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issues 3–4, 1–15 February 2010, Pages 143–154
نویسندگان
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