A note on a by-claim risk model: Asymptotic results |
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| Authors: | Jinzhu Li |
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| Institution: | School of Mathematical Science and LPMC, Nankai University, Tianjin, P.R. China |
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| Abstract: | In this note, we restudy a by-claim risk model with general dependence structures between each main claim and its by-claim. Within the framework of regular variation, we derive some asymptotic expansions for the infinite-time and finite-time ruin probabilities. |
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| Keywords: | Asymptotics by-claim dependence regular variation ruin probability |
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