Subject to the assumption that the common distribution of claim sizes belongs to the extendedregular variation class,the present work obtains a simple asymptotic formula for the ruin probability within arandom or nonr...Subject to the assumption that the common distribution of claim sizes belongs to the extendedregular variation class,the present work obtains a simple asymptotic formula for the ruin probability within arandom or nonrandom horizon in the renewal model.展开更多
基金Supported by the National Statistical Science Research Project (No.LX0317)
文摘Subject to the assumption that the common distribution of claim sizes belongs to the extendedregular variation class,the present work obtains a simple asymptotic formula for the ruin probability within arandom or nonrandom horizon in the renewal model.
