Asymptotic estimates for finite-time ruin probability of a bidimensional risk model based on entrance process |
( Volume 6 Issue 9,September 2019 ) OPEN ACCESS |
Author(s): |
Zhankui Wang |
Abstract: |
Consider a bidimensional risk model based on entrance process with constant force of interest in which the claim size from the same business are heavy-tailed and pairwise strong quasi-asymptotically independent, the two counting processes of different business satisfy a certain dependence structure. A precise asymptotic formula for the finite-time ruin probability is obtained. |
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