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A note on the severity of ruin in the renewal model
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Abstract
This paper investigates the tail asymptotic behavior of theseverity of ruin (the deficit at ruin) in the renewal model. Underthe assumption that the tail probability of the claimsize isdominatedly varying, a uniform asymptotic formula for the tailprobability of the deficit at ruin is obtained.
관련 논문AI추천
Asymptotic distribution of the discounted proper deficit in the discrete time delayed renewal modelJing Wang, Zhen-hua Bao대한수학회 · 대한수학회보2011 · 제48권 제2호THE ULTIMATE RUIN PROBABILITY OF A DEPENDENT DELAYED-CLAIM RISK MODEL PERTURBED BY DIFFUSION WITH CONSTANT FORCE OF INTERESTErli Zhang, Na Jin, Qingwu Gao대한수학회 · 대한수학회보2015 · 제52권 제3호ASYMPTOTIC RUIN PROBABILITIES IN A GENERALIZED JUMP-DIFFUSION RISK MODEL WITH CONSTANT FORCE OF INTERESTDi Bao, Qingwu Gao대한수학회 · 대한수학회지2014 · 제51권 제4호Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi-asymptotically independent claims and constant interest forceQingwu Gao, Yang Yang대한수학회 · 대한수학회보2013 · 제50권 제2호On the probability of ruin in a continuous risk model with delayed claimsJie-hua Xie, Wei Zou대한수학회 · 대한수학회지2013 · 제50권 제1호Precise large deviations for the total net loss process in compound risk model with dependence structuresQingwu Gao, Yufeng Huang대한수학회 · 대한수학회보2025 · 제62권 제2호
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