Ruin Probabilities Of Continuous-Time Risk Model With Dependent Claim Sizes And Interarrival Times

INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS（2020）

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摘要

In this paper we investigate an insurance continuous-time risk model when the claim sizes and inter-arrival times are m-dependent random variables. We provide an upper exponential bound for the ruin probability.

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关键词

Cramer-Lundberg model, risk model with continuous time, m-dependent random variables, ruin probabilities

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