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On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times (2506.18834v1)
Published 23 Jun 2025 in math.PR
Abstract: Using the results of precise large deviation and renewal theory for widely dependent random variables, this paper obtains the asymptotic estimation of the random-time ruin probability and the uniform asymptotic estimation of finite-time ruin probability for a nonstandard renewal risk model, in which both claim sizes and the inter-arrival times of claim sizes are widely dependent.
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