Abstract
At first the paper investigates the asymptotic behavior of the finite-time ruin probability with constant interest rate and subexponentially tailed claim sizes, which extends the result recently established by Tang[14] for the classical risk model to the delayed renewal risk model; then, within the intersection class of the claim sizes with subexponential tails and the claim sizes with dominatedly varying tails, the paper discusses the finite-time ruin probability with claims arriving according to an arbitrary counting process.
Original language | English |
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Pages (from-to) | 41-57 |
Number of pages | 17 |
Journal | Stochastic Models |
Volume | 24 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 2008 |