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Information Journal Paper

Title

ASYMPTOTICS FOR THE INFINITE TIME RUIN PROBABILITY OF A DEPENDENT RISK MODEL WITH A CONSTANT INTEREST RATE AND DOMINATEDLY VARYING-TAILED CLAIM SIZES

Pages

 Start Page 791 | End Page 807

Abstract

 This paper mainly considers a nonstandard risk model with a CONSTANT INTEREST RATE, where both the claim sizes and the inter-arrival times follow some certain dependence structures. When the claim sizes are dominatedly varying-tailed, ASYMPTOTICS for the INFINITE TIME RUIN PROBABILITY of the above dependent risk model have been given.

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