A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model

Cang, YQ; Yang, Y; Shi, XX

Yang, Y (corresponding author), Nanjing Audit Univ, Sch Stat & Math, Nanjing 211815, Peoples R China.

LITHUANIAN MATHEMATICAL JOURNAL, 2020; 60 (2): 161

Abstract

Consider a nonstandard renewal risk model in which claims and interarrival times form a sequence of independent and identically distributed random pai......

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