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Research ArticleOpen accessIn the keywordsASYMPTOTIC BEHAVIOR OF FINITE-TIME RUIN PROBABILITY IN A BY-CLAIM RISK MODEL WITH CONSTANT INTEREST RATELei WangThis study investigates 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. In particular, we study the asymptotic behavior of P(R*δ´ (t, x) >x), which holds uniformly in a finite interval. … …Journal of Mathematics and Statistics, Vol. 10, Issue 3 · 5 Aug 2014 · 6,985 accessesView PDF Cite

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