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ISSN:2394-3661 | Crossref DOI | SJIF: 5.138 | PIF: 3.854

International Journal of Engineering and Applied Sciences

(An ISO 9001:2008 Certified Online and Print Journal)

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.

DOI DOI :

https://dx.doi.org/10.31873/IJEAS.6.9.29

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