A Note on the Asymptotic Relationship for Ruin Probability in Classical Risk Model

摘要

The asymptotic relationship and local asymptotic relationship for the ruin probability under the absence of the adjustment coefficient as well as the claim distribution have been obtained, which overcame the complicated argument involved in the existing literatures. In a special case, the asymptotic relationship and local asymptotic relationship for the ruin probability were derived when the claim sum was within the generalized inverse Gauss distribution. Further, a numerical simulation was performed on some parameters having influence of the asymptotic relationship and local asymptotic relationship for the ruin probability.