科研之友
微信
新浪微博
Facebook
分享链接
摘要
This Paper studies the asymptotic behavior of the finite-time ruin probability in a jump-diffusion risk model with constant force of interest, upper tail asymptotically independent claims and a general counting arrival process. Particularly, if the claim inter-arrival times follow a certain dependence structure, the obtained result also covers the case of the infinite-time ruin probability.
- 出版日期2014-7
- 单位南京审计大学
