@article {10.3844/jmssp.2014.339.357,
article_type = {journal},
title = {ASYMPTOTIC BEHAVIOR OF FINITE-TIME RUIN PROBABILITY IN A BY-CLAIM RISK MODEL WITH CONSTANT INTEREST RATE},
author = {Wang, Lei},
volume = {10},
year = {2014},
month = {Aug},
pages = {339-357},
doi = {10.3844/jmssp.2014.339.357},
url = {https://thescipub.com/abstract/jmssp.2014.339.357},
abstract = {This study investigates the ruin probability of a renewal risk model with constant interest rate and by-claim parts. We assume that the claim size and the inter-arrival time satisfy a certain dependent structure with some additional assumptions on their distribution functions. In particular, we study the asymptotic behavior of P(R*δ´ (t, x) >x), which holds uniformly in a finite interval. In this way, we significantly extend the Li's result regarding the pairwise strong quasi-asymptotically independent random variables.},
journal = {Journal of Mathematics and Statistics},
publisher = {Science Publications}
}