Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation
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In this paper, a bidimensional renewal risk model with constant force of interest and Brownian perturbation is considered. Assuming that the claim-size distribution function is from the subexponential class, three types of the finite-time ruin probabilities under this model are discussed. We obtain the asymptotic formulas for the three types, which hold uniformly for any finite-time horizon.
2020 ◽
Vol 37
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pp. 657-675
2016 ◽
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2016 ◽
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2010 ◽
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pp. 801-809
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2013 ◽
Vol 398
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pp. 352-361
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2010 ◽
Vol 47
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pp. 323-334
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2017 ◽
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2010 ◽
Vol 47
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pp. 323-334
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