Wang Kaiyon
Abstract
In this paper,we consider a compound discrete-time risk model.In this model,there are a large number of claim sizes in each fixed time interval and their number is random.We obtain the asymptotic estimates of the finite-time ruin probability in the compound risk model with dependent claim sizes.
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In this paper,we consider a compound discrete-time risk model.In this model,there are a large number of claim sizes in each fixed time interval and their number is random.We obtain the asymptotic estimates of the finite-time ruin probability in the compound risk model with dependent claim sizes.
Key concepts: Discrete time and continuous time, Risk model, Mathematics, Interval (graph theory), Ruin theory, Statistics, First-hitting-time model, Applied mathematics