On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times
Using the results of precise large deviation and renewal theory for widely dependent random variables, this paper obtains the asymptotic estimation of the random-time ruin probability and the uniform asymptotic estimation of finite-time ruin probability for a nonstandard renewal risk model, in which both claim sizes and the inter-arrival times of claim sizes are widely dependent.
Publication Details
- Journal
- ArXiv.org
- Published
- 2025-06-23
- Primary Topic
- Probability and Risk Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00