Estimates for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with a Brownian Perturbation
In this paper, we consider a time-dependent risk model with a Brownian perturbation. In this model, there is a dependence structure between the claim sizes and their corresponding interarrival times. Assuming the claim sizes have subexponential distributions, we obtain the asymptotic lower bound of...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2020-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2020/7130243 |