The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In this paper, the finite-time ruin probability with different interest rates for non-standard Poisson model is considered. Under the assumptions that the claim-arrival process is non-standard Poisson process, i.e. nonhomogenous and conditional Poisson process, and the claimsize is subexponentially distributed, some simple asymptotic formulae of ruin probability within finite horizon are derived....
This paper investigates the asymptotic behavior of tail probabilities of randomly weighted sums of negatively associated (NA) heavy-tailed random variables with nonnegative dependent random weights. Then the applications to ruin probabilities in a discrete time risk model with dependent net losses and dependent stochastic returns are considered.
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.