Physical Sciences and Mathematics Commons^™

Asymptotic Behavior Of Finite-Time Ruin Probability In A By-Claim Risk Model With Constant Interest Rate, Lei Wang

Master's Theses

Enlightened by the results of Li [8] and Wang [19], we study the ruin probability of a renewal risk model with constant interest rate and by-claim parts. We assume that the claim size and the inter-arrival time satisfy a certain dependent structure with some additional assumptions on their distribution functions. Furthermore, we give relevant preparation of theory and compare several existing risk models and dependent structures. In this way, we present our result and prove it.