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The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims
Authors:Yang Yang  Jinguan Lin  Chao Huang  Xin Ma
Institution:1. Department of Mathematics, Southeast University, Nanjing 210096, China;2. School of Mathematics and Statistics, Nanjing Audit University, Nanjing 210029, China;3. Golden Audit College, Nanjing Audit University, Nanjing 210029, China
Abstract:This paper considers an ordinary renewal risk model and a compound renewal risk model with constant interest rate, subexponential claims and a general premium process. We derive some asymptotic results on the finite-time ruin probabilities.
Keywords:
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