Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims.pdfVIP

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Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims.pdf

Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims.pdf

App1.Math.J.ChineseUniv 2015,30(3):347—360 Estim atesfortheruin probability ofatime-dependent renewalrisk modelwith dependentby-claims FUKe—ang QIUYu—yang WANGAn—ding Abstract.Consideracontinuous.timerenewalriskmodel,inwhicheverymainclaim inducesa delayedby-claim .Assumethatthemainclaim sizesandtheinter—arrivaltimesform asequence ofidenticallydistributedrandom pairs,witheach pairobeyingadependencestructure,andSO dotheby—claim sizesand thedelaytimes.Supposingthatthemainclaim sizeswith by—claim sizesform aseque

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