| [1] Albrecher H, Boxma O J. On the discounted penalty function in aMarkov-dependent risk model. Insurance: Mathematics and Economics, 2005, 37(2): 650–672
[2] Albrecher H, Constantinescu C, Thomann E. Asymptotic results for renewal risk models with risky invest-ments. Stoch Proc Appl, 2012, 122(11): 3767–3789
[3] Bingham N H, Goldie C M, Teugles J L. Regular Variation. Cambridge: Cambridge University Press, 1987
[4] Cai J. On the time value of absolute ruin with debit interest. Adv Appl Prob, 2007, 39(2): 343–359
[5] Dimitrios G, Kai W N G, Tang Q. The probabilities of absolute ruin in the renewal risk model with constant force of interest. J Appl Prob, 2010, 47(2): 323–334
[6] Earl A C. An Introduction to Ordinary Differential Equations. New York: Dover Publications, INC, 1989
[7] Hao X, Tang Q. A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Insurance: Mathematics and Econimics, 2008, 43(1): 116–120
[8] Mitric I R, Andrei L B, David A S. On the absolute ruin problem in a Sparre Andersen risk model with constant interest. Insurance: Mathematics and Economics, 2012, 50(1): 167–178
[9] Jansse J, Manca R. Semi-Markov Risk Models for Finance, Insurance and Reliability. Berlin: Springer-Verlag, 2007
[10] Abate J,Whitt W. Asymptotics for M/G/1 low-priority waiting-time tail probabilities. Queueing Systems, 1997, 25(1–4): 173–233
[11] Li J, Tang Q, Wu R. Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Adv Appl Prob, 2010, 42(4): 1126–1146
[12] Rolski T, Schmidli H, Schmidt V, Teugels J L. Stochastic Processes for Insurance and Finance. New York: John Wiley & Sons, 1999
[13] Sundt B, Teugels J L. Ruin estimates under interest force. Insurance: Mathematics and Economics, 1995, 16(1): 7–22
[14] Kalashnikov V, Dimitrios G K. Ruin Under interest force and subexponential claims: a simple treatment. Insurance: Mathematics and Economics, 2000, 27(1): 145–149
[15] Zhang Z, Yang H, Yang H. On the absolute ruin in a MAP risk model with debit interest. Adv Appl Prob, 2011, 43(1): 77–96
[16] Zhu J, Yang H. Estimates for the absolute ruin probability in the compound poisson risk model with credit and debit interest. J Appl Prob, 2008, 45(3): 818–830
[17] Wang D, Su C. A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory. Acta Math Sci, 2007, 27B(1): 11–24 |