The finite-time ruin probability of the compound Poisson model with constant interest force
2005 ◽
Vol 42
(03)
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pp. 608-619
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Keyword(s):
In this paper, we establish a simple asymptotic formula for the finite-time ruin probability of the compound Poisson model with constant interest force and subexponential claims in the case that the initial surplus is large. The formula is consistent with known results for the ultimate ruin probability and, in particular, is uniform for all time horizons when the claim size distribution is regularly varying tailed.
2005 ◽
Vol 42
(3)
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pp. 608-619
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2014 ◽
Vol 44
(5)
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pp. 1505-1528
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2014 ◽
Vol 58
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pp. 185-192
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2008 ◽
Vol 78
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pp. 3103-3109
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Vol 6
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2013 ◽
Vol 50
(2)
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pp. 611-626
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2006 ◽
Vol 22
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pp. 171-176
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2005 ◽
Vol 37
(03)
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pp. 819-835
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