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Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims

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.
Year of publication:
2010
Authors: Yang, Yang ; Wang, Yuebao
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 3-4, p. 143-154
Publisher: Elsevier
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10008551144
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