Local Ruin Probability in the two stage-delayed Renewal Risk Model Under Heavy-tailed Claims

摘要：

Firstly the local asymptotic relationship for the survival probability in the delayed renewal risk model under heavy-tailed claimsi.e. FES is discussed，then the asymptotic relationship for the survival probability in the two stage-delayed renewal risk model based on the above result is obtained.

关键词： Delayed renewal risk model Heavy-tailed distribution Local ruin Drobabilitvy

作者: Chun YAN Wei LIU

作者单位: College of Info Science and Eng.,Shandong University of Science and Technology,Qingdao,266510,China

会议类型: 国际会议

会议名称: 2008 International Conference on Risk and Relianility Management(2008风险与可靠性管理国际会议)

会议地点: 北京

会议语种:英文

页码: 1-4

在线出版日期: 2008-11-10（万方平台首次上网日期，不代表论文的发表时间）