کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5077549 1477223 2007 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
چکیده انگلیسی
Recently, Tang [Tang, Q., 2005a. Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Scand. Actuar. J. (1), 1-5] obtained a simple asymptotic formula for the ruin probability of the renewal risk model with constant interest force and regularly varying tailed claims. In this paper, we use a completely different approach to extend Tang's result to the case in which the claims are pairwise negatively dependent and extended regularly varying tailed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 40, Issue 3, May 2007, Pages 415-423
نویسندگان
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