Asymptotic Behavior of the Finite-Time Ruin Probability with Constant Interest Force and WUOD Heavy-Tailed Claims
In this paper, we investigate the asymptotic behavior of the finite-time ruin probability in a general risk model with constant interest force, in which the claims are of a widely upper orthant dependence structure, belonging to the intersection of long-tailed class and dominant variation class, and arriving according to an arbitrary counting process. The results we obtained can extend and improve some existing results.
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Volume (Year): 6 (2012)
Issue (Month): 1 (February)
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