The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims |
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| Authors: | Yang Yang Jinguan Lin Chao Huang Xin Ma |
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| 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 |
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| 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. |
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