Local Ruin Probability in the Delayed Renewal Model with Large Claims[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(1): 63-68.
Citation: Local Ruin Probability in the Delayed Renewal Model with Large Claims[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(1): 63-68.
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Local Ruin Probability in the Delayed Renewal Model with Large Claims

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  • Asymptotic expression for local ruin probability in the renewal risk model with large claims and random delays is derived, which coincides with that for corresponding local ruin probability in the ordinary renewal risk model.
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