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ASYMPTOTIC BEHAVIOR OF FINITE-TIME RUIN PROBABILITY IN A BY-CLAIM RISK MODEL WITH CONSTANT INTEREST RATE | Science Publications

机译:利率不变的副词风险模型中有限时间破产概率的渐近行为科学出版物

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> This study investigates the ruin probability of a renewal risk model with constant interest rate and by-claim parts. We assume that the claim size and the inter-arrival time satisfy a certain dependent structure with some additional assumptions on their distribution functions. In particular, we study the asymptotic behavior of P(R*? (t, x) >x), which holds uniformly in a finite interval. In this way, we significantly extend the Li's result regarding the pairwise strong quasi-asymptotically independent random variables.
机译: >这项研究调查了具有恒定利率和附加索赔部分的更新风险模型的破产概率。我们假设索赔额和到达间隔时间满足一定的从属结构,并且对它们的分布函数有一些附加的假设。特别是,我们研究 P (R * ( t ,x)> x)的渐近行为,它在有限的间隔内均匀地保持。这样,我们显着扩展了关于成对强拟渐近独立随机变量的Li结果。

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