Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang - In: Insurance: Mathematics and Economics 56 (2014) C, pp. 88-101
Random deflation of risk models is an interesting topic for both theoretical and practical actuarial problems. In this paper, we investigate second-order tail asymptotics of the deflated risk X=RS under the assumptions of second-order regular variation on the survival functions of the risk R and...