Thampi, K. K. - In: International Game Theory Review (IGTR) 17 (2015) 01, pp. 1540011-1
This paper establishes a simple asymptotic formula for the finite time ruin probability of a compound renewal risk model with constant interest force. We assume that the claim sizes are Weakly Negatively Dependent (WND) and identically distributed random variables belonging to the class of...