摘要
Recently, Tang established a local asymptotic relation for the ruin probability to the Cram(e)r-Lunbderg risk model.In this short note we extend the corresponding result to the equilibrium renewal risk model.
Recently, Tang established a local asymptotic relation for the ruin probability in the Cramer-Lundberg risk model. In this short note we extend the corresponding result to the equilibrium renewal risk model.
基金
Acknowledgements The authors are indebted to referee for his/her helpful comments.This work was supported by the National Natural Science Foundation of China(Grant No.70471071)
Philosophy and Social Science Foundation of the Education Department of Jiangsu Province(Grant No.04SJB630005).
