Abstract
We consider the asymptotical behaviour of the ruin function in perturbed and unperturbed non-standard risk models when the initial risk reserve tends to infinity. We give a characterization of this behaviour in terms of the unperturbed ruin function and the perturbation law provided that at least one of both is subexponential. By a number of examples for the claim arrival process as well as the perturbation process we show that our result is a generalization of previous work on this subject.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
