Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (Q1929911)
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scientific article; zbMATH DE number 6123906
| Language | Label | Description | Also known as |
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| English | Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model |
scientific article; zbMATH DE number 6123906 |
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Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model (English)
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10 January 2013
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Summary: We discuss the uniformly asymptotic estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model, where the interarrival times of successive accidents and all the claim sizes caused by an accident are two sequences of random variables following a wide dependence structure. This wide dependence structure allows random variables to be either negatively dependent or positively dependent.
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