Local Ruin Probability in the Delayed Renewal Risk Model with Large Claims

Date

2006

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Abstract

Asymptotic expression for local ruin probability in the renewal risk model with large claims and random delays is derived, which coincides with that for corresponding local ruin probability in the ordinary renewal risk model.

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Keywords

Ruin theory, Risk model, Mathematics, First-hitting-time model, Probability model, Expression (computer science), Renewal theory, Statistics, Combinatorics, Econometrics

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URI

https://andeanlibrary.org/handle/123456789/64438

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