Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals

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• Xijun Liu
• Qingwu Gao

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• Primary
• 62P05
• 62E20
• 91B30

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• random-time ruin probability
• non-stationary arrival process
• subexponentiality
• upper tail asymptotic independence
• diffusion

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