Some Results about Ruin Probability in the second Type of Generalized Delayed Renewal Risk Model

被引：0
作者：
Fang, Shizu [1 ]
机构：
[1] Xi An Jiao Tong Univ, Sch Sci, Xian 710049, Peoples R China
来源：
MATERIALS SCIENCE AND INFORMATION TECHNOLOGY, PTS 1-8 | 2012年 / 433-440卷
关键词：
Heavy-tailed distributions; Renewal risk model; Generalized delayed renewal risk model; Ruin probability; ASYMPTOTIC-BEHAVIOR; HEAVY TAILS;
D O I：
10.4028/www.scientific.net/AMR.433-440.2969
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In this paper we introduce the second type of generalized delayed renewal risk model and investigate its ruin probability. Under the assumption that the claim sizes are heavy-tailed, we obtain a tail equivalence relationship of the ruin probability and establish a local asymptotic relationship for the ruin probability.
引用
收藏
页码：2969 / 2973
页数：5
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