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Showing 1 to 1 of 1 for “"pairwise strong quasi-asymptotically independent"”.
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Asymptotic Behavior of Finite-Time Ruin Probability in a By-Claim Risk Model with Constant Interest Rate
<p>Enlightened by the results of Li [8] and Wang [19], we study the ruin probability of a renewal risk model with constant interest rate and by-claim parts. We assume that the claim size and the inter-arrival time satisfy a certain dependent structure with some additional assumptions on their …