ASYMPTOTIC BEHAVIOR OF THE FINITE-TIME RUIN PROBABILITY WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE

Gao Qingwu; Jin Na; Shen Houcai

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ASYMPTOTIC BEHAVIOR OF THE FINITE-TIME RUIN PROBABILITY WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE

机译：具有对偶拟渐近独立索赔和恒定利益力的有限时间破产概率的渐近行为

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This paper will obtain an asymptotic formula of the finite-time ruin probability in a generalized risk model with constant interest force, in which the claim sizes are pairwise quasi-asymptotically independent and their arrival process is an arbitrary counting process. In particular, when the claim inter-arrival times follow a certain dependence structure, the result obtained can also include an asymptotic formula for the in finite-time ruin probability.

机译：本文将在具有恒定利率的广义风险模型中获得有限时间破产概率的渐近公式，其中索赔额是成对准渐近独立的，到达过程是一个任意计数过程。尤其是，当索赔到达时间遵循某个依存关系结构时，获得的结果还可以包括有限时破坏概率的渐近公式。

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《The Rocky Mountain journal of mathematics》 |2014年第5期|共24页
作者
Gao Qingwu; Jin Na; Shen Houcai;
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正文语种 eng
中图分类数学;
关键词
Asymptotics; finite-time ruin probability; pairwise quasi-asymptotic independence; consistent variation;

机译：渐近;有限时间毁灭概率;成对拟渐近独立性;一致变;

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专利

1. ASYMPTOTIC BEHAVIOR OF THE FINITE-TIME RUIN PROBABILITY WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE [J] . Gao Qingwu, Jin Na, Shen Houcai The Rocky Mountain journal of mathematics . 2014,第5期

机译：具有对偶拟渐近独立索赔和恒定利益力的有限时间破产概率的渐近行为
2. Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi-asymptotically independent claims and constant interest force [J] . Qingwu Gao, Yang Yang Bulletin of the Korean Mathematical Society . 2013,第2期

机译：具有成对拟渐近独立索赔和恒定利率的一般风险模型中有限时间破产概率的一致渐近性
3. Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest [J] . Gao Q., Liu X. Statistics & Probability Letters . 2013,第6期

机译：具有上尾渐近独立主张和恒定恒力的有限时间毁灭概率的一致渐近性
4. The finite time ruin probability for NA claims with constant interest force [C] . Zhang Mingli 2008年国际应用统计学术研讨会（2008 International Institute of Applied Statistics Studies）论文集 . 2008

机译：具有不变利率的NA索赔的有限时间破产概率
5. A New Method for Determining Hamaker Constants of Solids Based on the Dynamic Approach Behavior of an Atomic Force Microscope [D] . Fronczak, Sean G. 2017

机译：基于原子力显微镜动态逼近行为确定固体Hamaker常数的新方法
6. The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force [O] . Hao Wang, Lin Xu 2015

机译：利率不变且利率不变的双重更新风险模型中恢复概率的渐近性
7. UNIFORM ASYMPTOTICS FOR THE FINITE-TIME RUIN PROBABILITY IN A GENERAL RISK MODEL WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE [O] . Qingwu Gao, Yang Yang 2013

机译：一般风险模型的有限时间破坏概率的均匀渐近渐近，配对准渐近独立权利要求和恒定利益力

ASYMPTOTIC BEHAVIOR OF THE FINITE-TIME RUIN PROBABILITY WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE

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