Abstract
This paper establishes some asymptotic formulas for the infinite-time ruin probabilities of two kinds of dependent risk models. One risk model considers the claim sizes as a modulated process, and the other deals with negatively upper orthant dependent claim sizes. In the two models, the inter-arrival times are both assumed to be negatively lower orthant dependent.
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This research is supported by National Science Foundation of China under Grant No. 10671139 and the Science Foundation of Jiangsu Province under Grant No. 11071182.
This paper was recommended for publication by Editor Guohua ZOU.
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Yang, Y., Wang, Y. & Liu, X. Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times. J Syst Sci Complex 24, 328–334 (2011). https://doi.org/10.1007/s11424-011-8107-3
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DOI: https://doi.org/10.1007/s11424-011-8107-3