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- W2364353012 abstract "The main risk model we considered in this paper is the fully discrete compound binomial risk model.Under the assumption for the existence of the adjustment coefficent,Firstly,the discrete defective renewal equation,which the expectation of the penalty at the time of ruin is satisfied,and the asymptotic formula of the above expectation are obtained for sufficiently large initial surplus by means of a discrete key renewal limit theorem.Secondly,the explict expressions for the ruin probability and the probability of the defict at ruin when initial surplus is zero and their asymptotic formulas when(initial) surplus extends to infinite,i.e.,are derived based on the above results.At last the concrete results of the above problems are obtained under the claim distribution is geometric distribution or the gambler distribution." @default.
- W2364353012 created "2016-06-24" @default.
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- W2364353012 date "2006-01-01" @default.
- W2364353012 modified "2023-09-27" @default.
- W2364353012 title "An Asymptotic Estimation for Ruin Probabilities of Insurance Companies with Binomial Risk Model" @default.
- W2364353012 hasPublicationYear "2006" @default.
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