|
|||||
|
|
Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate |
|
| Authors: | Xiaodong Bai Lixin Song Yuebao Wang |
| Institution: | 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 |