Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model

2018 ◽  
Vol 20 (4) ◽  
pp. 1285-1318 ◽  
Author(s):  
Jae-Kyung Woo ◽  
Haibo Liu
Keyword(s):  
Discrete Time ◽  
Risk Model ◽  
Renewal Risk Model ◽  
Aggregate Claim ◽  
Renewal Risk

Ruin probabilities in the discrete time renewal risk model

2006 ◽  
Vol 38 (2) ◽  
pp. 309-323 ◽  
Author(s):  
Hélène Cossette ◽  
David Landriault ◽  
Etienne Marceau
Keyword(s):  
Discrete Time ◽  
Risk Model ◽  
Ruin Probabilities ◽  
Renewal Risk Model ◽  
Renewal Risk

scholarly journals The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force

2015 ◽  
Vol 2015 ◽  
pp. 1-6
Author(s):  
Hao Wang ◽  
Lin Xu
Keyword(s):  
Asymptotic Behavior ◽  
Discrete Time ◽  
Risk Model ◽  
Continuous Time Model ◽  
Time Model ◽  
Discrete Time Model ◽  
Renewal Risk Model ◽  
Renewal Risk ◽  
Premium Income ◽  
Constant Interest

The asymptotic behavior of the recovery probability for the dual renewal risk model with constant interest and debit force is studied. By means the idea of Markov Skeleton method, we studied the times that the random premium incomes happened and transformed the continuous time model into a discrete time model. By investigating the fluctuations of this discrete time model, we obtained the asymptotic behavior when the random premium income belongs to a kind of heavy-tailed distributions.

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