Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model
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DOI: 10.1007/s11009-021-09862-w
Abstract: Consider a compound renewal risk model, in which a single accident may cause more than one claim. Under the condition that the common distribution of the individual claims is second order subexponential, we establish a… read more here.
Keywords: renewal risk; order; compound renewal; probability ... See more keywords