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 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>

Name thesis:degree_name

Master of Science (MS)

Level thesis:degree_level

Masters Thesis

Discipline thesis:degree_discipline

Mathematics

Year dc:date.available

2014

Author dc:creator

• Wang, Lei

Contributors dc:contributor

• Chenhua Zhang
• Jiu Ding
• Samuel Jeremy Lyle

• risk models
• dependent structure
• uniform asymptotic
• ruin probability
• widely lower quadrant dependent
• pairwise strong quasi-asymptotically independent
• Statistics and Probability

Repository record dc:identifier

https://aquila.usm.edu/masters_theses/36

OAI identifier oai:identifier

oai:aquila.usm.edu:masters_theses-1053