Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model
Joint Authors
Source
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-17, 17 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-10-25
Country of Publication
Egypt
No. of Pages
17
Main Subjects
Economics & Business Administration
Business Administration
Abstract EN
We discuss the uniformly asymptotic estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model, where the interarrival times of successive accidents and all the claim sizes caused by an accident are two sequences of random variables following a wide dependence structure.
This wide dependence structure allows random variables to be either negatively dependent or positively dependent.
American Psychological Association (APA)
Gao, Qingwu& Jin, Na& Zheng, Juan. 2012. Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model. Advances in Decision Sciences،Vol. 2012, no. 2012, pp.1-17.
https://search.emarefa.net/detail/BIM-509585
Modern Language Association (MLA)
Gao, Qingwu…[et al.]. Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model. Advances in Decision Sciences No. 2012 (2012), pp.1-17.
https://search.emarefa.net/detail/BIM-509585
American Medical Association (AMA)
Gao, Qingwu& Jin, Na& Zheng, Juan. Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model. Advances in Decision Sciences. 2012. Vol. 2012, no. 2012, pp.1-17.
https://search.emarefa.net/detail/BIM-509585
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-509585
