Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

@inproceedings{Tang2004AsymptoticRP,
  title={Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation},
  author={Qihe Tang},
  year={2004}
}
We investigate the ruin probability of the renewal model. In this model the claims, Xn; n]1; form a sequence of independent, identically distributed (i.i.d.), and nonnegative random variables with common distribution function F, and the interarrival times, Yn; n]1; form another sequence of i.i.d. nonnegative random variables, which are independent of the random variables Xn; n]1; and are not degenerate at 0. The locations of the successive claims, tn ank 1Yk; constitute a renewal counting… CONTINUE READING
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