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 distribution functions. Furthermore, we give relevant preparation of theory and compare several existing risk models and dependent structures. In this way, we present our result and prove it.
","abstract_html":"<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 distribution functions. Furthermore, we give relevant preparation of theory and compare several existing risk models and dependent structures. In this way, we present our result and prove it.</p>","abstract_has_math":false,"creators":["Wang, Lei"],"institution":null,"degree_name":"Master of Science (MS)","degree_level":"Masters Thesis","degree_discipline":"Mathematics","degree_department":null,"school":null,"contributors":["Chenhua Zhang","Jiu Ding","Samuel Jeremy Lyle"],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2014,"date_issued":"2014-08-01T07:00:00Z","date_published":"2014-08-01T07:00:00Z","updated_at":"2026-07-24T05:44:27Z","subjects":["risk models","dependent structure","uniform asymptotic","ruin probability","widely lower quadrant dependent","pairwise strong quasi-asymptotically independent","Statistics and Probability"],"languages":[],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"https://aquila.usm.edu/masters_theses/36","outbound_label":"Repository record","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Chenhua Zhang","Jiu Ding","Samuel Jeremy Lyle"]},{"key":"dc:creator","label":"Author","values":["Wang, Lei"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.available","label":"Dc Date Available","values":["2014-08-01T07:00:00Z"]},{"key":"thesis:degree_discipline","label":"Discipline","values":["Mathematics"]},{"key":"thesis:degree_level","label":"Degree Level","values":["Masters Thesis"]},{"key":"thesis:degree_name","label":"Degree Name","values":["Master of Science (MS)"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["risk models","dependent structure","uniform asymptotic","ruin probability","widely lower quadrant dependent","pairwise strong quasi-asymptotically independent","Statistics and Probability"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["https://aquila.usm.edu/masters_theses/36"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["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 distribution functions. Furthermore, we give relevant preparation of theory and compare several existing risk models and dependent structures. In this way, we present our result and prove it.
"]},{"key":"dc:title","label":"Title","values":["Asymptotic Behavior of Finite-Time Ruin Probability in a By-Claim Risk Model with Constant Interest Rate"]}]}],"canonical_facts":{"dc:contributor":["Chenhua Zhang","Jiu Ding","Samuel Jeremy Lyle"],"dc:creator":["Wang, Lei"],"dc:date.available":["2014-08-01T07:00:00Z"],"dc:description.abstract":["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 distribution functions. Furthermore, we give relevant preparation of theory and compare several existing risk models and dependent structures. In this way, we present our result and prove it.
"],"dc:identifier":["https://aquila.usm.edu/masters_theses/36"],"dc:subject":["risk models","dependent structure","uniform asymptotic","ruin probability","widely lower quadrant dependent","pairwise strong quasi-asymptotically independent","Statistics and Probability"],"dc:title":["Asymptotic Behavior of Finite-Time Ruin Probability in a By-Claim Risk Model with Constant Interest Rate"],"thesis:degree_discipline":["Mathematics"],"thesis:degree_level":["Masters Thesis"],"thesis:degree_name":["Master of Science (MS)"]},"updated_at":"2026-07-24T05:44:27Z"}