On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times
Fuente:
arXiv
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866913907988234240 |
|---|---|
| author | Chen, Yang Cui, Zhaolei Wang, Yuebao |
| author_facet | Chen, Yang Cui, Zhaolei Wang, Yuebao |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_18834 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times Chen, Yang Cui, Zhaolei Wang, Yuebao Probability 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. |
| title | On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times |
| topic | Probability |
| url | https://arxiv.org/abs/2506.18834 |