Article ID Journal Published Year Pages File Type
5077549 Insurance: Mathematics and Economics 2007 9 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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