On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times

Yang Chen; Zhaolei Cui; Yuebao Wang

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arXiv · 2506.18834

On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times

Yang Chen·Zhaolei Cui·Yuebao Wang

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Abstract

Using the results of precise large deviation and renewal theory for widely dependent random variables, this paper obtains the asymptotic estimation of the random-time ruin probability and the uniform asymptotic estimation of finite-time ruin probability for a nonstandard renewal risk model, in which both claim sizes and the inter-arrival times of claim sizes are widely dependent.

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Yang Chen, Zhaolei Cui, Yuebao Wang. 2025-06-23. On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times. https://arxiv.org/abs/2506.18834

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