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Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate |
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| Authors: | Xiaodong Bai Lixin Song Yuebao Wang |
| Affiliation: | 1. School of Science, Dalian Nationalities University, Dalian, Chinabaixd518@gmail.com;3. School of Mathematical Sciences, Dalian University of Technology, Dalian, China;4. Department of Mathematics, Soochow University, Suzhou, P.R. China |
| Abstract: | Consider the probability of random time ruin in the renewal risk model with the general nonnegative and non decreasing premium process and constant interest rate. We obtain a uniform asymptotic formula for random time τ and subexponential distribution. |
| Keywords: | Uniform asymptotic Renewal risk model Random time ruin probability Subexponential distribution |