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摘要
This paper will obtain an asymptotic formula of the finite-time ruin probability in a generalized risk model with constant interest force, in which the claim sizes are pairwise quasi-asymptotically independent and their arrival process is an arbitrary counting process. In particular, when the claim inter-arrival times follow a certain dependence structure, the result obtained can also include an asymptotic formula for the in finite-time ruin probability.
- 出版日期2014
- 单位南京审计大学; 南京大学
