Abstract
This paper considers a general risk model. In this risk model there does not need independent or dependent assumption on the inter-arrival times. When the claim sizes have the WUOD structure, the asymptotics of the finite-time ruin probability of this risk model have been given. The obtained results extend and improve some existed results.
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The authors wish to thank the referees and the Editor for their very valuable comments on an earlier version of this paper.
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This work is supported by the National Natural Science Foundation of China (No. 11401418), the 333 Talent Training Project of Jiangsu Province, the Jiangsu Province Key Discipline in the 13th Five-Year Plan and the College Students’ Practice and Innovation Training Project of Jiangsu Province (No. 201610332028Y).
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Mao, Y., Wang, K., Zhu, L. et al. Asymptotics for the finite-time ruin probability of a risk model with a general counting process. Japan J. Indust. Appl. Math. 34, 243–252 (2017). https://doi.org/10.1007/s13160-017-0245-0
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DOI: https://doi.org/10.1007/s13160-017-0245-0