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
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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