The Asymptotic Estimate of Absolute Ruin Probabilities in the Renewal Risk Model with Constant Force of Interest |
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| Authors: | Wang Jingjing Zhu Dongjing Qian Wenying |
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| Affiliation: | School of Mathematics and Statistics, Suzhou Univeristy, School of Mathematics and Computer Science, Anhui Normal Univeristy |
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| Abstract: | In this paper, absolute ruin problemsfor a kind of renewal risk model with constant interest force arestudied. For certain situations of the claim distribution with heavytail, consider the surplus of the arrival time, and discrete thesurplus process, then use the method of renewal function andconvolution, we present the asymptotic properties of absolute ruinprobability when the initial surplus tends to infinity. |
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