Infinite-time absolute ruin in dependent renewal risk models with constant force of interest

Liu, JJ; Yang, Y

Yang, Y (reprint author), Nanjing Audit Univ, Dept Stat, 86 West Yushan Rd, Nanjing, Jiangsu, Peoples R China.

STOCHASTIC MODELS, 2017; 33 (1): 97

Abstract

Consider a renewal risk model with a constant premium and a constant force of interest rate, where the claim sizes and inter-arrival times follow cert......

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