Article ID Journal Published Year Pages File Type
5076382 Insurance: Mathematics and Economics 2015 9 Pages PDF
Abstract
This paper studies a bidimensional renewal risk model with constant force of interest and subexponentially distributed claim size vector. Some uniform asymptotic estimates for finite-time ruin probabilities are established when the claim size vector and its inter-arrival time are subject to certain general dependence structure.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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