caa a22 4500 445830980 CHVBK 20180317145315.0 cr unu---uuuuu 170323e20110401xx s 000 0 eng 10.1007/s10255-011-0064-z doi (NATIONALLICENCE)springer-10.1007/s10255-011-0064-z Asymptotic ruin probabilities of the renewalmodel with constant interest force and dependent heavy-tailed claims [Elektronische Daten] [Jin-zhu Li, Rong Wu] In this paper, we investigate the asymptotic behavior for the finite- and infinite-time ruin probabilities of a nonstandard renewal model in which the claims are identically distributed but not necessarily independent. Under the assumptions that the identical distribution of the claims belongs to the class of extended regular variation (ERV) and that the tails of joint distributions of every two claims are negligible compared to the tails of their margins, we obtain the precise approximations for the finite- and infinite-time ruin probabilities. Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg, 2011 asymptotic behavior nationallicence extended regular variation nationallicence negligible joint tails nationallicence ruin probability nationallicence Li Jin-zhu School of Mathematical Sciences and LPMC, Nankai University, 300071, Tianjin, China aut Wu Rong School of Mathematical Sciences and LPMC, Nankai University, 300071, Tianjin, China aut Acta Mathematicae Applicatae Sinica, English Series Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 27/2(2011-04-01), 329-338 0168-9673 27:2<329 2011 27 10255 https://doi.org/10.1007/s10255-011-0064-z text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10255-011-0064-z text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Li Jin-zhu School of Mathematical Sciences and LPMC, Nankai University, 300071, Tianjin, China aut NATIONALLICENCE 700 1- Wu Rong School of Mathematical Sciences and LPMC, Nankai University, 300071, Tianjin, China aut NATIONALLICENCE 773 0- Acta Mathematicae Applicatae Sinica, English Series Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 27/2(2011-04-01), 329-338 0168-9673 27:2<329 2011 27 10255 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer