Authors
Chun Su, Qihe Tang
Publication date
2005/9/1
Journal
Southeast Asian Bulletin of Mathematics
Volume
29
Issue
5
Pages
969-973
Description
Abstract Veraverbeke (1977, Stochastic Processes Appl. 5, no. 1, 27-37) and Embrechts and Veraverbeke (1982, Insurance Math. Econom. 1, no. 1, 55-72) obtained that there is a simple asymptotic relation for the ruin probability in the renewal risk model under the assumption that the claim size is heavy tailed. In this note, we point out that the above relation still holds in the delayed renewal risk model.
Scholar articles
C Su, Q Tang - Southeast Asian Bulletin of Mathematics, 2005