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

页码：2969 / 2973

页数：5