| A Local Asymptotic Behavior for Ruin Probability in the Renewal Risk Model |
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| 作者姓名： | MODIBO Diarra |
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| 作者单位： | School of |
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| 基金项目： | Supported by the National Natural Science Foundation of China (70273029) |
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| 摘 要： | Let R(t)=u ct-sum from(i=1) to (N(t)) Xi,t≥0 be the renewal risk model,with FX ( x )being the distribution function of the claim amount X. Let ψ (u ) be the ruin probability with initial surplus u. Under the condition of FX (x) ∈ S *(γ ),γ≥ 0,by the geometric sum method,we derive the local asymptotic behavior for ψ (u ,u z for every 0＜z＜∞. On one hand,the asymptotic behavior of ψ ( u) can be derived from the result obtained. On the other hand,the result of this paper can be applied to the insurance risk management of an insurance company.
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A Local Asymptotic Behavior for Ruin Probability in the Renewal Risk Model |
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| MODIBO Diarra.A Local Asymptotic Behavior for Ruin Probability in the Renewal Risk Model[J].Wuhan University Journal of Natural Sciences,2007(3). |
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| Authors: | MING Ruixing MODIBO Diarra HU Yijun School of Mathematics and Statistics Wuhan University Wuhan Hubei China |
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| Institution: | MING Ruixing,MODIBO Diarra,HU Yijun School of Mathematics and Statistics,Wuhan University,Wuhan 430072,Hubei,China |
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| Abstract: | |
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| Keywords: | renewal risk model subexponential class ruin probability |
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