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Your search keyword '"Chen, Cen"' showing total 1 results
Start Over Author "Chen, Cen" Topic archaeological excavations Topic random variables Publication Year Range Last 10 years
1 results on '"Chen, Cen"'

1. Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force.

Author

Chen, Cen and Wang, Shijie

Subjects
*MOLECULAR force constants, *PROBABILITY theory, *RANDOM variables, *ARCHAEOLOGICAL excavations, *INTEREST rates
Abstract

In this paper, we consider a by-claim risk model with a constant rate of interest force, in which the main claims and the by-claims form a sequence of pTQAI nonnegative random variables and all their distributions belong to the dominatedly-varying heavy-tailed subclass. We obtain the asymptotically upper and lower bound formulas of the ultimate ruin probability for such a by-claim risk model. As its by-products, some interesting properties for pTQAI structure are also investigated. The results extend some existing ones in the literature. [ABSTRACT FROM AUTHOR]

Published
2020
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