{"id":"https://openalex.org/W1963540905","doi":"https://doi.org/10.1155/2012/936525","title":"Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model","display_name":"Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model","publication_year":2012,"publication_date":"2012-10-25","ids":{"openalex":"https://openalex.org/W1963540905","doi":"https://doi.org/10.1155/2012/936525","mag":"1963540905"},"language":"en","primary_location":{"id":"doi:10.1155/2012/936525","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/936525","pdf_url":"https://downloads.hindawi.com/archive/2012/936525.pdf","source":{"id":"https://openalex.org/S104792724","display_name":"Advances in Decision Sciences","issn_l":"2090-3359","issn":["2090-3359","2090-3367"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Decision Sciences","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://downloads.hindawi.com/archive/2012/936525.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5017465279","display_name":"Qingwu Gao","orcid":"https://orcid.org/0000-0001-7467-1067"},"institutions":[{"id":"https://openalex.org/I206777745","display_name":"Nanjing Audit University","ror":"https://ror.org/04zj2bd87","country_code":"CN","type":"education","lineage":["https://openalex.org/I206777745"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qingwu Gao","raw_affiliation_strings":["School of Mathematics and Statistics, Nanjing Audit University, Nanjing 211815, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Nanjing Audit University, Nanjing 211815, China","institution_ids":["https://openalex.org/I206777745"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038313028","display_name":"Na Jin","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Na Jin","raw_affiliation_strings":["Investment Department, Nanjing Times Media Co., Ltd., Nanjing 210039, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Investment Department, Nanjing Times Media Co., Ltd., Nanjing 210039, China","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5052896894","display_name":"Juan Zheng","orcid":null},"institutions":[{"id":"https://openalex.org/I4210159676","display_name":"Zaozhuang University","ror":"https://ror.org/05x21tp94","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210159676"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Juan Zheng","raw_affiliation_strings":["School of Mathematics and Statistics, Zaozhuang University, Zaozhuang 277160, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Zaozhuang University, Zaozhuang 277160, China","institution_ids":["https://openalex.org/I4210159676"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":200,"currency":"USD","value_usd":200},"apc_paid":{"value":200,"currency":"USD","value_usd":200},"fwci":0.414,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.66023921,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"2012","issue":null,"first_page":"1","last_page":"17"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9815999865531921,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ruin-theory","display_name":"Ruin theory","score":0.6570462584495544},{"id":"https://openalex.org/keywords/risk-model","display_name":"Risk model","score":0.6413484215736389},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5986364483833313},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.5849388837814331},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4849531948566437},{"id":"https://openalex.org/keywords/renewal-theory","display_name":"Renewal theory","score":0.4654593765735626},{"id":"https://openalex.org/keywords/first-hitting-time-model","display_name":"First-hitting-time model","score":0.4372320771217346},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.426448255777359},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4022558927536011}],"concepts":[{"id":"https://openalex.org/C29859451","wikidata":"https://www.wikidata.org/wiki/Q17082609","display_name":"Ruin theory","level":3,"score":0.6570462584495544},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.6413484215736389},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5986364483833313},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.5849388837814331},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4849531948566437},{"id":"https://openalex.org/C110507122","wikidata":"https://www.wikidata.org/wiki/Q1356856","display_name":"Renewal theory","level":2,"score":0.4654593765735626},{"id":"https://openalex.org/C186659197","wikidata":"https://www.wikidata.org/wiki/Q5452195","display_name":"First-hitting-time model","level":2,"score":0.4372320771217346},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.426448255777359},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4022558927536011}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1155/2012/936525","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/936525","pdf_url":"https://downloads.hindawi.com/archive/2012/936525.pdf","source":{"id":"https://openalex.org/S104792724","display_name":"Advances in Decision Sciences","issn_l":"2090-3359","issn":["2090-3359","2090-3367"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Decision Sciences","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:99eab1e7007d492fb6b825892d1e2210","is_oa":true,"landing_page_url":"https://doaj.org/article/99eab1e7007d492fb6b825892d1e2210","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Advances in Decision Sciences, Vol 2012 (2012)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2012/936525","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/936525","pdf_url":"https://downloads.hindawi.com/archive/2012/936525.pdf","source":{"id":"https://openalex.org/S104792724","display_name":"Advances in Decision Sciences","issn_l":"2090-3359","issn":["2090-3359","2090-3367"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Decision Sciences","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1085815892","display_name":null,"funder_award_id":"BK2010480","funder_id":"https://openalex.org/F4320327504","funder_display_name":"Nanjing Audit University"},{"id":"https://openalex.org/G7982718241","display_name":null,"funder_award_id":"NSRC10022","funder_id":"https://openalex.org/F4320327504","funder_display_name":"Nanjing Audit University"},{"id":"https://openalex.org/G8123945220","display_name":null,"funder_award_id":"11KJD110002","funder_id":"https://openalex.org/F4320327504","funder_display_name":"Nanjing Audit University"}],"funders":[{"id":"https://openalex.org/F4320315146","display_name":"Northeastern States Research Cooperative","ror":null},{"id":"https://openalex.org/F4320321605","display_name":"Government of Jiangsu Province","ror":"https://ror.org/004svx814"},{"id":"https://openalex.org/F4320322769","display_name":"Natural Science Foundation of Jiangsu Province","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320327504","display_name":"Nanjing Audit University","ror":"https://ror.org/04zj2bd87"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1963540905.pdf","grobid_xml":"https://content.openalex.org/works/W1963540905.grobid-xml"},"referenced_works_count":26,"referenced_works":["https://openalex.org/W1966695467","https://openalex.org/W1968226112","https://openalex.org/W1975913033","https://openalex.org/W1984243140","https://openalex.org/W1989921777","https://openalex.org/W1990949084","https://openalex.org/W1991265199","https://openalex.org/W2006364212","https://openalex.org/W2010074743","https://openalex.org/W2028864442","https://openalex.org/W2029777088","https://openalex.org/W2039528852","https://openalex.org/W2040378909","https://openalex.org/W2059703394","https://openalex.org/W2064367736","https://openalex.org/W2066900974","https://openalex.org/W2079944051","https://openalex.org/W2089290138","https://openalex.org/W2090052560","https://openalex.org/W2094997217","https://openalex.org/W2117319970","https://openalex.org/W2128516647","https://openalex.org/W2128731322","https://openalex.org/W2132652461","https://openalex.org/W2171058930","https://openalex.org/W2325901369"],"related_works":["https://openalex.org/W2095344889","https://openalex.org/W2070419655","https://openalex.org/W2626829540","https://openalex.org/W2354594548","https://openalex.org/W2901314747","https://openalex.org/W2073365822","https://openalex.org/W1584036441","https://openalex.org/W2772626097","https://openalex.org/W2374483097","https://openalex.org/W2379707540"],"abstract_inverted_index":{"We":[0],"discuss":[1],"the":[2,7,22,30],"uniformly":[3],"asymptotic":[4],"estimate":[5],"of":[6,25,40],"finite-time":[8],"ruin":[9],"probability":[10],"for":[11],"all":[12,29],"times":[13,24],"in":[14],"a":[15,44],"generalized":[16],"compound":[17],"renewal":[18],"risk":[19],"model,":[20],"where":[21],"interarrival":[23],"successive":[26],"accidents":[27],"and":[28],"claim":[31],"sizes":[32],"caused":[33],"by":[34],"an":[35],"accident":[36],"are":[37],"two":[38],"sequences":[39],"random":[41,53],"variables":[42,54],"following":[43],"wide":[45,49],"dependence":[46,50],"structure.":[47],"This":[48],"structure":[51],"allows":[52],"to":[55],"be":[56],"either":[57],"negatively":[58],"dependent":[59],"or":[60],"positively":[61],"dependent.":[62]},"counts_by_year":[{"year":2013,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}