科研成果详情

The paper gives estimates for the finite-time ruin probability with insurance and financial risks. When the distribution of the insurance risk belongs to the class L(γ) for some γ > 0 or the subexponential distribution class, we abtain some asymptotic equivalent relationships for the finite-time ruin probability, respectively. When the distribution of the insurance risk belongs to the dominated varying-tailed distribution class, we obtain asymptotic upper bound and lower bound for the finite-time ruin probability, where for the asymptotic upper bound, we completely get rid of the restriction of mutual independence on insurance risks, and for the lower bound, we only need the insurance risks to have a weak positive association structure. The obtained results extend and improve some existing results. © 2012 Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg.